# Nelson-Siegel-Svensson parameters provided by the Bundesbank

I am a college student and I have recently learned about Nelson-Siegel-Svensson method which is used by the German Federal Bank to determine the yield curve. I have to generate yield curves of different shapes using historical data ($$\beta_0$$, $$\beta_1$$, $$\beta_2$$, $$\beta_3$$, $$\tau_1$$ and $$\tau_1$$) which I am free to choose myself.

On the website of the German Federal Bank I see the monthly and daily estimated parameters for the period from September 1972 until today. I have the formula but I am not sure which numbers to use. Could somebody please explain to me, whether the monthly estimated parameters are suitable to generate an yield curve for the next 10 years?

I am sorry if the question is too easy. I would be very grateful, if anyone could help me to understand which parameters I can use.

• Love the profile pic. Please make the life of would be answerers easier by linking to the site with the estimated parameters. Jun 19 '20 at 16:04
• Thank you:) here is the link: bundesbank.de/dynamic/action/en/statistics/…
– Amy
Jun 19 '20 at 16:25