Capitalytics

**Regression for 30-year Treasury Yield**

	Dependent variable (+/- SE):

	30-year Treasury Yield

Constant	0.435 (+/- 0.237)
	p = 0.077^*
Real GDP growth	-0.006 (+/- 0.002)
	p = 0.002^***
Nominal disposable income growth	-0.005 (+/- 0.001)
	p = 0.001^***
Dow Total Stock Market Index	-0.0001 (+/- 0.00001)
	p = 0.000^***
Home Price Index	0.010 (+/- 0.002)
	p = 0.00001^***
LN_10-year Treasury Yield	1.373 (+/- 0.104)
	p = 0.000^***
LN_5-year Treasury Yield	-0.769 (+/- 0.063)
	p = 0.000^***
1-year Treasury Yield	0.604 (+/- 0.164)
	p = 0.002^***
LN_1-year Treasury Yield	-0.178 (+/- 0.056)
	p = 0.004^***
6-month Treasury Yield_2	-0.444 (+/- 0.072)
	p = 0.00001^***
1-month Treasury Yield_2	0.290 (+/- 0.039)
	p = 0.00000^***
10-year Treasury Yield_2	0.162 (+/- 0.008)
	p = 0.000^***
Market Volatility Index_2	-0.0001 (+/- 0.00001)
	p = 0.00000^***

Observations	40
R²	0.997
Adjusted R²	0.996
Residual Std. Error	0.039 (df = 27)
F Statistic	833.805^*** (df = 12; 27)

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