Macro

10-Year Treasury Shock Persistence

Recent nominal-rate shocks versus simulated and realized follow-through

Freshness: Lagged Data through 2026-09-24

Dashboard Macro

Section Rates

Asset class Rates

Indicator family Rate Shock Persistence

Research Context Method and Sources Show methodology, sources, and freshness metadata

A FRED-based rates board showing the recent 10-year Treasury yield, large daily shocks, an AR-style persistence envelope, and average realized paths after major moves.

This board studies whether recent 10-year Treasury shocks tend to mean-revert or persist. It combines recent level history, daily changes, a simple AR-style persistence benchmark, and the average historical follow-through after large absolute shock days.

Source FRED

Region United States

Frequency Daily

Data as of 2026-09-24

Freshness Freshness: Lagged

Rendered at 2026-09-30T01:03:11Z

Metadata updated 2026-08-13

Canonical slug fred-rate-shock-persistence-board

Template plot

Source Detail

DGS10

10-Year Treasury Shock Persistence

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