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 Thursday, April 2nd, 2026
1 Day
423,400,100.00
increased by 48,489,500.00
1 Week
399,155,350.00
increased by 24,244,750.00
1 Month
264,815,576.92
decreased by 110,095,023.08
Analysis last updated: Thursday, April 2, 2026 at 05:50 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 | |
| 0.0096 | 2.50 | |
| 0.9886 | 587.04 | |
| 0.0037 | 0.42 |
Estimation Period:
Dec 27, 2005 to Mar 20, 2026
Dec 27, 2005 to Mar 20, 2026
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