VIX and EPU up, inflation down and time period spreads diverge.
Determine 1: High panel: 10yr-3m Treasury unfold (blue), 10yr-2yr unfold (tan), each in %; Center panel: 5-year Treasury-TIPS unfold (purple), 5-year unfold adjusted for liquidity and danger premia (pink); Backside panel: VIX (sky blue, left scale), EPU (black, proper scale). Supply: Treasury by way of FRED, KWW following D’amico, Kim and Wei (DKW), CBOE by way of FRED, policyuncertainty.com.