theta = 3.5-4.0% (post-2022 regime); GOES calibrates to historical UST-10Y
| source | GOES economic scenario generator calibration |
| derivation | data_calibrated |
| quality | calibrated |
| regulatory frameworks | NAIC VM-20 |
| set | 2026-05-25 |
| last reviewed | 2026-05-25 |
| next review due | 2026-12-31 |
Pre-2022 calibrations used 2.5-3.0%; updated post-rate-cycle reset. Drives 30Y stress scenario terminal state.