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, May 25th, 2026
1 Day
401,171,300.00
decreased by 4,750,400.00
1 Week
403,546,500.00
decreased by 2,375,200.00
1 Month
406,173,275.00
increased by 251,575.00
Analysis last updated: Saturday, May 23, 2026 at 06:08 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 | 574.92 | |
| 0.0033 | 0.37 |
Estimation Period:
Dec 27, 2005 to May 22, 2026
Dec 27, 2005 to May 22, 2026
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