Ellington Financial LLC ILLIQ-MFMEM Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:432.03 (-10.93)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1524 | 0.97 | |
| 0.7281 | 21.08 | |
| -0.0871 | -0.26 | |
| 7.8198 | 3.44 | |
| 0.3240 | 5.73 | |
| 0.6725 | 1.71 |
Estimation Period:
Oct 8, 2010 to Feb 20, 2026
Oct 8, 2010 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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