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, April 27th, 2026
1 Day
403,413,900.00
decreased by 4,773,000.00
1 Week
408,203,500.00
increased by 16,600.00
1 Month
417,977,900.00
increased by 9,791,000.00
Analysis last updated: Saturday, April 25, 2026 at 06:15 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 | 2.53 | |
| 0.9883 | 573.59 | |
| 0.0033 | 0.37 |
Estimation Period:
Dec 27, 2005 to Apr 24, 2026
Dec 27, 2005 to Apr 24, 2026
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