Ellington Credit Co ILLIQ-MFMEM Liquidity Analysis
Liquidity prediction for Tuesday, April 1st, 2025
1 Day
3,292.80
decreased by 76.82
1 Week
2,900.28
decreased by 469.34
1 Month
2,142.75
decreased by 1,226.87
Analysis last updated: Monday, March 31, 2025 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1499 | 0.27 | |
| 0.7591 | 35.14 | |
| -0.1499 | -0.13 | |
| 10.0000 | 0.75 | |
| 0.5320 | 0.72 | |
| 0.4680 | 0.38 |
Estimation Period:
May 1, 2013 to Mar 28, 2025
May 1, 2013 to Mar 28, 2025
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