Capitalytics

Capitalytics Account Login

Click here to reset your password

**Regression for Moody's AAA Curve**

	Dependent variable (+/- SE):

	Moody's AAA Curve

Constant	6.344 (+/- 0.313)
	p = 0.000^***
SP500 Stock Price Index	-0.001 (+/- 0.0001)
	p = 0.000^***
Unemployment Rate	-0.142 (+/- 0.029)
	p = 0.00002^***

Observations	40
R²	0.709
Adjusted R²	0.693
Residual Std. Error	0.332 (df = 37)
F Statistic	45.086^*** (df = 2; 37)

Note:	^p<0.1; ^p<0.05; ^**p<0.01