It's been showing signs of reverting to normal. The two yields ended August 27, 2024, equal to 3.83%. On the 28th, the 10-year was one basis point above the 2-year, officially being a disinversion ...

A normal yield curve shows yields of short-term bonds (two to five years) through long-term bonds (between 10 to 30 years) and shows an upward slope showing a higher yield over time, signaling ...

Sayantee Jana, Narayanaswamy Balakrishnan, Jemila S. Hamid, Inference in the Growth Curve Model under Multivariate Skew Normal Distribution, Sankhyā: The Indian Journal of Statistics, Series B (2008-) ...

The relationship between the 10- and 2-year Treasury yield briefly normalized Wednesday, reversing a classic recession indicator. Following economic news that showed a sharp decline in job ...

The average return for the index in the 12 months following the initial uninversion of the yield curve is a gain of 12.2%, dating back to 1980, according to Dow Jones Market Data.

Not sure why.<BR><BR>If you have a uniform distribution from 0-1 and you want to have it approximate a normal curve, you just add two such numbers together and divide by two.