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Ellington Credit Co Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, April 1st, 2025:3,206.68 (59.35)
Analysis last updated: Monday, March 31, 2025 at 09:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ellington Credit Co ILLIQ-AMEM
paramt-stat
ω5.00000.67
α0.096426.92
β0.8721391.07
γ0.06309.06
Estimation Period:
May 1, 2013 to Mar 28, 2025
Impact of return on liquidity tomorrow
Liquidity Forecasts