Ellington Credit Co Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, April 1st, 2025
1 Day
3,334.11
decreased by 54.02
1 Week
2,997.17
decreased by 390.96
1 Month
2,190.85
decreased by 1,197.28
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 | |
|---|---|---|
| 1.0278 | 4.77 | |
| 0.1523 | 14.01 | |
| 0.8427 | 75.84 | |
| -0.0442 | -3.67 |
Estimation Period:
May 1, 2013 to Mar 28, 2025
May 1, 2013 to Mar 28, 2025
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