Names of levels in MultiIndex.
>>> mi = pd.MultiIndex.from_arrays(
... [[1, 2], [3, 4], [5, 6]], names=['x', 'y', 'z'])
>>> mi
MultiIndex([(1, 3, 5),
(2, 4, 6)],
names=['x', 'y', 'z'])
>>> mi.names
FrozenList(['x', 'y', 'z'])
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