Free Yield Curve Forecast
Forecast of U.S. Treasury Yield Curve Slope
U.S. Treasury Yield Curve Slope Values
Slope of U.S. Treasury Securities Yield Curve.
| Month | Date | Forecast Value | Avg Error |
|---|---|---|---|
| 0 | Sep 2022 | 0.0002 | ±0.0000 |
| 1 | Oct 2022 | -0.0046 | ±0.0095 |
| 2 | Nov 2022 | -0.0344 | ±0.0137 |
| 3 | Dec 2022 | -0.0563 | ±0.0161 |
| 4 | Jan 2023 | -0.117 | ±0.0178 |
| 5 | Feb 2023 | -0.0649 | ±0.0192 |
| 6 | Mar 2023 | -0.050 | ±0.0203 |
| 7 | Apr 2023 | -0.0602 | ±0.0212 |
| 8 | May 2023 | -0.0737 | ±0.022 |
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