CONVEX
Last updated
▍ STATISTICAL PROJECTION · YEAR-END 2026
Central Estimate
3.33%
-1.5% vs current 3.38%
68% Range (±1σ)
1.24% to 5.42%
95% Range (±1.96σ)
-0.77% to 7.42%
Central estimate uses the unconditional 25-year historical average because current regime buckets had insufficient observations to produce a reliable blend.
METHOD: CENTRAL = SAMPLE-WEIGHTED MEAN OF PER-ANCHOR CURRENT-REGIME 1Y AVERAGES, SCALED TO 210-DAY HORIZON. BAND = ±σ√T USING 67.7% ANNUALIZED REALIZED VOL.
EXPECTED TO BE 3.33% BY 2026-12-31 (LOWER FROM 3.38% ON 2026-03-01). NOT INVESTMENT ADVICE.
▍ MODEL · STATISTICAL FORECAST · 2026

Spain 10Y SPGB Forecast 2026

Quantitative analysis from 298 observations of Spain 10Y SPGB history, joined to four universal macro regime classifications. Numbers are computed, not narrated.

ByConvex Research Desk·Edited byBen Bleier·
IRLTLT01ESM156N · LAST
3.38%
AS OF 2026-03-01
Percentile · 25Y History
47.3th

Performance by Window[02]

WINDOWNANN RETANN VOLRET/VOLHIT %TOTAL
1Y13-0.33%10.28%-0.0350.0%-0.33%
3Y36-0.30%15.99%-0.0254.3%-0.88%
5Y6161.29%64.30%0.9560.0%991.10%
10Y1218.10%102.69%0.0852.5%117.84%
All298-1.82%67.75%-0.0346.8%-36.58%

Annualized total return = (1 + total)^(1/years) - 1. Ret/Vol is the annualized return divided by annualized volatility (Sharpe-equivalent without risk-free subtraction). Hit % = pct of single periods that were positive.

Where We Are Now[03]

Percentile Rank
47.3th
0.04median 3.486.79
Current value 3.3781 on a 298-observation history going back to Dec 1, 2020.
Volatility Regime
normal
16.74%REALIZED 30D ANN
Sits at the 31.7th percentile vs full history. Median 23.96%.

Forward Returns by Macro Regime[04]

How Spain 10Y SPGB has performed historically conditional on the prevailing macro regime. The current bucket is highlighted; +1Y averages drive the headline signal above.

VIX
Volatility regime: Low (<15), Normal (15-25), Elevated (25-40), Extreme (>40)
CURRENT: 16.89 Normal (15-25)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Low (<15)65-2.08%-5.09%-9.13%-5.47%38.5%
Normal (15-25)903.18%17.92%55.16%-1.42%47.0%
Elevated (25-40)32-3.20%7.65%44.62%7.04%56.3%
Extreme (>40)3n/an/an/an/an/a
10Y-2Y Yield Curve
Yield curve regime: Inverted (<0bps), Flat (0-100bps), Steep (>100bps)
CURRENT: 0.51 Flat (0-100bps)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Inverted (<0bps)273.38%5.28%8.04%0.96%55.6%
Flat (0-100bps)62-0.24%18.80%40.04%4.03%55.4%
Steep (>100bps)100-0.25%1.55%28.95%-6.94%36.0%
HY OAS Spread
Credit regime: Tight (<350bps), Normal (350-500bps), Stressed (>500bps)
CURRENT: 2.83 Tight (<350bps)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Tight (<350bps)240.63%17.02%173.72%6.19%63.2%
Normal (350-500bps)455.86%31.09%51.61%-6.45%34.9%
Stressed (>500bps)18-9.74%-10.72%10.55%4.56%50.0%
Trade-Weighted Dollar
Dollar regime: bottom/middle/top tercile of trailing 5Y rolling distribution
CURRENT: 118.73 Weak (bottom tercile)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Weak (bottom tercile)345.94%33.07%80.57%2.72%70.6%
Neutral (middle)38-1.64%8.75%68.12%-6.45%41.2%
Strong (top tercile)77-0.95%0.54%4.72%-5.28%36.0%

Forward returns are forward-looking from each historical observation in the bucket; +252d corresponds to one trading year. Buckets with fewer than 5 forward-return observations are reported as n/a. These are conditional historical averages, not forecasts.

Lead-Lag Relationships[05]

For each universally-recognised leading indicator, the lag at which the daily-return correlation peaks. Positive lag means the anchor leads Spain 10Y SPGB; negative means it lags.

ANCHORROLEPEAK LAGPEAK CORRZERO-LAGRELATIONSHIP
Initial Jobless ClaimsLabor leader+10d0.5680.183leads target by 10d
HY OAS SpreadCredit risk leader+10d0.4160.125leads target by 10d
10Y-2Y Yield SpreadRecession leader-18d-0.3120.064lags target by 18d
10Y Treasury YieldDiscount-rate driver-12d0.2880.185lags target by 12d
Baa-10Y SpreadCredit risk (slow)+10d0.2470.080leads target by 10d
Trade-Weighted DollarFX driver+48d-0.1750.081leads target by 48d
U-Mich Consumer SentimentSurvey leader+10d-0.171-0.079leads target by 10d
VIXVolatility leader+11d0.1690.096leads target by 11d
CopperGlobal growth proxy-5d-0.167-0.002lags target by 5d
NFCIFinancial conditions+47d0.0480.005weak

Pearson correlation of daily returns over up to 25 years of overlapping history, searched across a ±60-day lag grid. Indicators classified as “weak” don't have meaningful predictive power at daily resolution; many of these (yield curve, NFCI, sentiment) lead at monthly/quarterly horizons instead.

Historical Analogs[06]

Periods where Spain 10Y SPGB sat at a similar percentile rank to today, with what happened over the next 30 / 90 / 252 trading days. Analogs are clustered to avoid double-counting nearby dates.

DATEVALUE+30D+90D+1Y
Jun 1, 20243.3561-2.25%-11.57%-5.62%
Nov 1, 20233.6594-14.17%-12.84%-16.50%
Aug 1, 20233.58723.73%-12.44%-14.39%
May 1, 20233.4137-0.28%9.00%-3.36%
Oct 1, 20134.2163-2.61%-15.54%-49.93%

Worst Historical Drawdown[07]

-99.38%PEAK-TO-TROUGH
Peak Jul 1, 2012 → trough Dec 1, 2020. Has not yet recovered to prior peak.
All-time high: 6.7950 on Jul 1, 2012 · Current DD from ATH: -50.28%

Largest Single-Period Moves[09]

▲ Up
  • Feb 1, 2021188.24%
  • Nov 1, 201990.08%
  • Mar 1, 202085.75%
  • Jan 1, 202185.51%
  • Feb 1, 202267.36%
▼ Down
  • Aug 1, 2019-60.08%
  • Dec 1, 2020-55.17%
  • Nov 1, 2020-44.71%
  • Jun 1, 2019-43.23%
  • Oct 1, 2020-39.37%

Calendar-Month Seasonality[10]

Average single-period return aggregated by the calendar month in which the period ended.

MONTHAVG RETURNHIT %N
January5.51%52.0%25
February8.99%44.0%25
March3.39%48.0%25
April4.98%54.2%24
May3.43%62.5%24
June-0.56%50.0%24
July-4.24%40.0%25
August-8.36%20.0%25
September3.69%52.0%25
October0.65%52.0%25
November3.36%48.0%25
December-4.53%40.0%25

N = 298 OBS · GENERATED 2026-05-03 13:00Z

Forecast Approach

scenario weighted: We aggregate probability-weighted outcomes across active tracked scenarios, each with historical base rates and current heat scores. The projection above is the sample-weighted central estimate across current macro regime anchors; the scenario list below adds qualitative context.

Consensus source: Central bank forward guidance and local swap curves

Key Drivers & Risks

  • Domestic central bank policy
  • Global rate cycle
  • Currency pressure
  • Fiscal position
  • External financing

Historical Volatility

Moderate: tracks local CPI and global cycle, wider range in EM

Frequently Asked Questions

What factors could push Spain 10Y SPGB higher?

The primary drivers that tend to lift Spain 10Y SPGB depend on the current macro regime. Spain 10-year SPGB yield, key input to SPGB-Bund spread. Convex tracks these drivers live across the International Rates category and flags when multiple forces align in the same direction. See the "Key Drivers & Risks" section on this page for the current list, and check the regime dashboard for how the macro backdrop is currently tilted.

What factors could push Spain 10Y SPGB lower?

The same transmission channels that drive Spain 10Y SPGB higher operate in reverse when conditions flip. The risk drivers listed above map directly to scenarios that, if triggered, would pull this metric in the opposite direction. Convex aggregates these into a scenario-weighted probability distribution rather than a point forecast, so the magnitude depends on which scenarios activate.

Where does consensus see Spain 10Y SPGB heading?

Rather than publish a point target that goes stale the day after release, Convex assembles consensus from the macro regime classification, active scenario probabilities, and historical base rates. Point forecasts from banks and strategists are worth reading for context, but they typically cluster around the consensus and miss the tail events that actually move markets. The scenario-weighted approach here captures that tail risk explicitly.

What is the historical range for Spain 10Y SPGB?

Historical ranges for Spain 10Y SPGB vary dramatically by regime. A level that is extreme in Goldilocks can be routine in Stagflation, and vice versa. The Historical Volatility section on this page describes the typical range and regime-specific behavior. For the full multi-decade history, visit the Spain 10Y SPGB chart page, which includes selectable time ranges up to five years and downloadable data.

How often is the Spain 10Y SPGB forecast updated?

This forecast page recalculates whenever the underlying data or regime classification changes, typically within hours of new data releases. The scenario probabilities refresh daily as the macro state is regenerated. Specific drivers listed on this page reflect the current state of the Convex regime engine, not static historical assumptions.

Is this forecast actionable for trading?

Convex forecasts are informational and educational. They describe probability distributions and regime-conditional paths rather than specific entry and exit levels. Traders and portfolio managers use them alongside other inputs including position sizing rules, risk management, and their own conviction calibration. They are not investment advice.

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Forecasts are model-based projections derived from current regime classification, scenario probabilities, and historical patterns. They are not investment advice. All investments involve risk.