{
 "close_date": "2026-11-05",
 "lambda": 0.4,
 "groups": [
  {
   "name": "EGYPT",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 19,
   "k": 3,
   "beta": [
    0.11732916,
    -0.04287783,
    -0.06593507
   ],
   "rmse_bp": 52.8,
   "t_min": 0.238,
   "t_max": 34.283,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "SOUTH AFRICA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 16,
   "k": 3,
   "beta": [
    0.09433046,
    -0.02653066,
    -0.08836658
   ],
   "rmse_bp": 21.3,
   "t_min": 0.893,
   "t_max": 29.098,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "NIGERIA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 15,
   "k": 3,
   "beta": [
    0.09502843,
    -0.04744487,
    -0.01250748
   ],
   "rmse_bp": 10.2,
   "t_min": 1.062,
   "t_max": 24.895,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "KENYA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 11,
   "k": 3,
   "beta": [
    0.10019638,
    -0.06324268,
    0.05454542
   ],
   "rmse_bp": 46.6,
   "t_min": 0.542,
   "t_max": 21.314,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "ANGOLA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 9,
   "k": 3,
   "beta": [
    0.11569959,
    -0.07110752,
    0.01276993
   ],
   "rmse_bp": 10.4,
   "t_min": 1.509,
   "t_max": 23.058,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "IVORY COAST",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.08823241,
    -0.04008257,
    -0.01429465
   ],
   "rmse_bp": 7.2,
   "t_min": 0.825,
   "t_max": 13.307,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "MOROCCO",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.06534466,
    -0.02961325,
    -0.02138671
   ],
   "rmse_bp": 8.8,
   "t_min": 2.407,
   "t_max": 11.554,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "MOROCCO",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.07401324,
    -0.01953507,
    -0.0293787
   ],
   "rmse_bp": 5.7,
   "t_min": 1.109,
   "t_max": 24.11,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "GABON",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 5,
   "k": 3,
   "beta": [
    0.16900554,
    0.00566591,
    -0.15835652
   ],
   "rmse_bp": 19.5,
   "t_min": 1.774,
   "t_max": 6.96,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "IVORY COAST",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 5,
   "k": 3,
   "beta": [
    0.08826218,
    -0.03973227,
    -0.05081476
   ],
   "rmse_bp": 8.8,
   "t_min": 2.377,
   "t_max": 20.377,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "GHANA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 4,
   "k": 2,
   "beta": [
    0.087482,
    -0.02818245,
    0.0
   ],
   "rmse_bp": 27.0,
   "t_min": 1.41,
   "t_max": 9.661,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "OCP",
   "currency": "USD",
   "kind": "quasi_sovereign",
   "fitted": 4,
   "k": 2,
   "beta": [
    0.08080395,
    -0.03951774,
    0.0
   ],
   "rmse_bp": 6.0,
   "t_min": 4.63,
   "t_max": 27.488,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "AFC",
   "currency": "USD",
   "kind": "supranational",
   "fitted": 3,
   "k": 2,
   "beta": [
    0.06552209,
    -0.00850156,
    0.0
   ],
   "rmse_bp": 1.3,
   "t_min": 1.478,
   "t_max": 4.63,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "BENIN",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 3,
   "k": 2,
   "beta": [
    0.0862979,
    -0.06280762,
    0.0
   ],
   "rmse_bp": 23.4,
   "t_min": 4.205,
   "t_max": 24.205,
   "form": "level and slope, fitted to prices"
  }
 ]
}
