{
  "source": "ECB statistics",
  "series": "EXR.D.CHF.EUR.SP00.A",
  "observations": 105,
  "first_date": "2014-10-01",
  "last_date": "2015-02-27",
  "unit": "CHF per 1 EUR",
  "event": "2015-01-15",
  "previous_value": 1.201,
  "event_value": 1.028,
  "event_simple_return": -0.1440466278101582,
  "lambda": 0.94,
  "warmup_returns": 20,
  "warmup_first_return_date": "2014-10-02",
  "warmup_last_return_date": "2014-10-29",
  "pre_event_sigma": 0.000678638203673254,
  "updated_next_sigma": 0.03529020793125892,
  "standardized_event_move": -212.25835361239515,
  "raw_sha256": "3cd6ec1e28f5bca0252eec911cf9ddcc38f10bfa6256704f4d9857f9f01aacd3",
  "api_url": "https://data-api.ecb.europa.eu/service/data/EXR/D.CHF.EUR.SP00.A?startPeriod=2014-10-01&endPeriod=2015-02-27&format=csvdata",
  "retrieved_on": "2026-09-20",
  "missing_policy": "Use observed ECB dates only; no interpolation or weekend padding",
  "distinction": "Raw rates and metadata are unmodified. Returns and EWMA are author calculations, not ECB forecasts or executable prices.",
  "source_terms": "https://www.ecb.europa.eu/stats/ecb_statistics/governance_and_quality_framework/html/usage_policy.en.html"
}
