{
 "close_date": "2026-11-02",
 "lambda": 0.4,
 "groups": [
  {
   "name": "EGYPT",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 19,
   "k": 3,
   "beta": [
    0.11823182,
    -0.04340456,
    -0.05835988
   ],
   "rmse_bp": 34.6,
   "t_min": 0.246,
   "t_max": 34.292,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "SOUTH AFRICA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 16,
   "k": 3,
   "beta": [
    0.09460223,
    -0.02810129,
    -0.08659776
   ],
   "rmse_bp": 20.5,
   "t_min": 0.901,
   "t_max": 29.106,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "NIGERIA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 15,
   "k": 3,
   "beta": [
    0.09646885,
    -0.04433968,
    -0.02059234
   ],
   "rmse_bp": 12.2,
   "t_min": 1.07,
   "t_max": 24.903,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "KENYA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 11,
   "k": 3,
   "beta": [
    0.10216015,
    -0.06521394,
    0.05701967
   ],
   "rmse_bp": 51.7,
   "t_min": 0.55,
   "t_max": 21.322,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "ANGOLA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 9,
   "k": 3,
   "beta": [
    0.11583254,
    -0.07105739,
    0.01345237
   ],
   "rmse_bp": 8.0,
   "t_min": 1.517,
   "t_max": 23.066,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "IVORY COAST",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.0881622,
    -0.03827733,
    -0.012275
   ],
   "rmse_bp": 7.1,
   "t_min": 0.833,
   "t_max": 13.315,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "MOROCCO",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.06512595,
    -0.03131655,
    -0.0158241
   ],
   "rmse_bp": 7.7,
   "t_min": 2.415,
   "t_max": 11.562,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "MOROCCO",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.07503319,
    -0.0203094,
    -0.02916867
   ],
   "rmse_bp": 4.5,
   "t_min": 1.117,
   "t_max": 24.118,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "GABON",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 5,
   "k": 3,
   "beta": [
    0.18862034,
    0.0142435,
    -0.22481739
   ],
   "rmse_bp": 18.3,
   "t_min": 1.782,
   "t_max": 6.968,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "IVORY COAST",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 5,
   "k": 3,
   "beta": [
    0.08885592,
    -0.03845676,
    -0.05141172
   ],
   "rmse_bp": 9.5,
   "t_min": 2.386,
   "t_max": 20.385,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "GHANA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 4,
   "k": 2,
   "beta": [
    0.09012408,
    -0.03139877,
    0.0
   ],
   "rmse_bp": 9.7,
   "t_min": 1.418,
   "t_max": 9.67,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "OCP",
   "currency": "USD",
   "kind": "quasi_sovereign",
   "fitted": 4,
   "k": 2,
   "beta": [
    0.08150577,
    -0.03907478,
    0.0
   ],
   "rmse_bp": 6.4,
   "t_min": 4.638,
   "t_max": 27.496,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "AFC",
   "currency": "USD",
   "kind": "supranational",
   "fitted": 3,
   "k": 2,
   "beta": [
    0.06578083,
    -0.00836609,
    0.0
   ],
   "rmse_bp": 2.3,
   "t_min": 1.487,
   "t_max": 4.638,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "BENIN",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 3,
   "k": 2,
   "beta": [
    0.08523535,
    -0.05870408,
    0.0
   ],
   "rmse_bp": 16.9,
   "t_min": 4.214,
   "t_max": 24.214,
   "form": "level and slope, fitted to prices"
  }
 ]
}
