V-Lab: Ellington Credit Co ILLIQ-MFMEM Liquidity Analysis

V-Lab

Ellington Credit Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, April 1st, 2025:3,292.80 (-76.82)

Analysis last updated: Monday, March 31, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1499	0.27
$β$	0.7591	35.14
$γ$	-0.1499	-0.13
$λ_{1}$	10.0000	0.75
$λ_{2}$	0.5320	0.72
$λ_{3}$	0.4680	0.38

Estimation Period:
May 1, 2013 to Mar 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Ellington Credit Co Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ