Morgan Stanley Drct Lend FND Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 28th, 2025:166.05 (-7.86)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8197 | 3.50 | |
| 0.1090 | 2.26 | |
| 0.8188 | 5.26 | |
| -16.2797 | -3.65 |
Estimation Period:
Jan 24, 2024 to Sep 23, 2024
Jan 24, 2024 to Sep 23, 2024
News Impact Curve
Liquidity Forecasts
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