Katana Capital Ltd/Fund Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, June 15th, 2026
1 Day
377,566,000.00
decreased by 4,443,100.00
1 Week
382,031,666.67
increased by 22,566.67
1 Month
391,181,971.43
increased by 9,172,871.43
Analysis last updated: Saturday, June 13, 2026 at 06:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0100 | 2.54 | |
| 0.9883 | 577.63 | |
| 0.0034 | 0.38 |
Estimation Period:
Dec 27, 2005 to Jun 12, 2026
Dec 27, 2005 to Jun 12, 2026
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