Capitalytics

**Regression for 3-month Treasury Yield**

	Dependent variable (+/- SE):

	3-month Treasury Yield

Constant	-2.879 (+/- 0.061)
	p = 0.000^***
Prime Rate	0.915 (+/- 0.015)
	p = 0.000^***
7-year Treasury Yield	-0.880 (+/- 0.141)
	p = 0.00000^***
LN_7-year Treasury Yield	1.481 (+/- 0.268)
	p = 0.00001^***
LN_5-year Treasury Yield	0.333 (+/- 0.061)
	p = 0.00001^***
3-year Treasury Yield	0.626 (+/- 0.083)
	p = 0.000^***
LN_3-year Treasury Yield	-0.795 (+/- 0.136)
	p = 0.00001^***

Observations	40
R²	0.998
Adjusted R²	0.998
Residual Std. Error	0.081 (df = 33)
F Statistic	3,618.799^*** (df = 6; 33)

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