Sovereign Debt Sustainability Assessment
Ukraine's sovereign debt profile generates a SIGMA score of 89.8/100 in the CRITICAL regime — indicating structural fiscal imbalances with elevated rollover and refinancing risk.
The SIGMA Engine v5.0 derives this score from eight deterministic analytical layers: metabolic lifecycle entropy (β=0.463, biological age 91 months), structural fragility (Minsky phase: hedge), NLP narrative divergence (0.0%), network contagion (R₀=1.348, percolation intact), and predictive signals (CSD=38.0, Hawkes λ=0.1000).
Regime probability distribution as of 2026-06-10: stable 20.1% / accumulation 22.9% / critical 30.9% / collapse 26.2%. The Hurst exponent of 0.771 indicates strong trend persistence — risk trajectory statistically likely to deepen.
Active risk signals driving the sovereign debt sustainability score:
Based on Markov chain transition probability from current CRITICAL regime. Kairos arbitrage window: 6 days.
Methodology: SIGMA scores are deterministic (identical inputs = identical outputs). Data sources: Federal Reserve FRED, GDELT geopolitical entropy, GLEIF corporate ownership network, Stooq price data. Not financial advice — for informational and research purposes only. Verify predictions: /predictions.