Signals › Uncertainty, Sentiment & Text
ANXIOUS · FED_REGIONAL
Philadelphia Fed Anxious Index
SPF probability of a GDP decline next quarter. History to 1968.
Latest reading
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No free source.
Signal
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Not in the fit. No verdict.
- Use
- Benchmark: scored against the model, never an input
Where it fits
Uncertainty, Sentiment & Text: Quantify uncertainty shocks and narrative shifts. The model averages the standardised signals in each block into a block score, then combines the twelve block scores in a probit. Today the 12-block model reads 1.6%.