{
 "close_date": "2026-11-06",
 "lambda": 0.4,
 "groups": [
  {
   "name": "EGYPT",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 19,
   "k": 3,
   "beta": [
    0.11758908,
    -0.04189867,
    -0.07004301
   ],
   "rmse_bp": 54.3,
   "t_min": 0.235,
   "t_max": 34.281,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "SOUTH AFRICA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 16,
   "k": 3,
   "beta": [
    0.09472646,
    -0.02589646,
    -0.09042152
   ],
   "rmse_bp": 21.1,
   "t_min": 0.89,
   "t_max": 29.095,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "NIGERIA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 15,
   "k": 3,
   "beta": [
    0.0959966,
    -0.04626958,
    -0.01862478
   ],
   "rmse_bp": 11.1,
   "t_min": 1.06,
   "t_max": 24.893,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "KENYA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 11,
   "k": 3,
   "beta": [
    0.10020925,
    -0.06256724,
    0.05236971
   ],
   "rmse_bp": 42.5,
   "t_min": 0.539,
   "t_max": 21.311,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "ANGOLA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 9,
   "k": 3,
   "beta": [
    0.11603778,
    -0.07228399,
    0.01642144
   ],
   "rmse_bp": 11.8,
   "t_min": 1.506,
   "t_max": 23.055,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "IVORY COAST",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.08843917,
    -0.04014075,
    -0.01455694
   ],
   "rmse_bp": 6.7,
   "t_min": 0.822,
   "t_max": 13.304,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "MOROCCO",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.06538154,
    -0.02944468,
    -0.02118311
   ],
   "rmse_bp": 7.9,
   "t_min": 2.404,
   "t_max": 11.551,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "MOROCCO",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.0743055,
    -0.01996776,
    -0.02895723
   ],
   "rmse_bp": 5.7,
   "t_min": 1.106,
   "t_max": 24.107,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "GABON",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 5,
   "k": 3,
   "beta": [
    0.17028196,
    -0.00814766,
    -0.15115639
   ],
   "rmse_bp": 19.4,
   "t_min": 1.771,
   "t_max": 6.957,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "IVORY COAST",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 5,
   "k": 3,
   "beta": [
    0.08902871,
    -0.03864061,
    -0.05582594
   ],
   "rmse_bp": 9.0,
   "t_min": 2.375,
   "t_max": 20.374,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "GHANA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 4,
   "k": 2,
   "beta": [
    0.08717924,
    -0.02716695,
    0.0
   ],
   "rmse_bp": 23.3,
   "t_min": 1.407,
   "t_max": 9.659,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "OCP",
   "currency": "USD",
   "kind": "quasi_sovereign",
   "fitted": 4,
   "k": 2,
   "beta": [
    0.08089031,
    -0.03936961,
    0.0
   ],
   "rmse_bp": 6.4,
   "t_min": 4.627,
   "t_max": 27.485,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "AFC",
   "currency": "USD",
   "kind": "supranational",
   "fitted": 3,
   "k": 2,
   "beta": [
    0.06600496,
    -0.00946041,
    0.0
   ],
   "rmse_bp": 2.2,
   "t_min": 1.476,
   "t_max": 4.627,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "BENIN",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 3,
   "k": 2,
   "beta": [
    0.08702209,
    -0.06434275,
    0.0
   ],
   "rmse_bp": 23.9,
   "t_min": 4.203,
   "t_max": 24.203,
   "form": "level and slope, fitted to prices"
  }
 ]
}
