V-Lab: Ellington Credit Co Spline ILLIQ Liquidity Analysis

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Ellington Credit Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 1st, 2025:3,334.11 (-54.02)

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
$ω$	1.0278	4.77
$α$	0.1523	14.01
$β$	0.8427	75.84
$γ_{1}$	-0.0442	-3.67

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM