Katana Capital Ltd/Fund ILLIQ-MFMEM 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
979,074,000.00
decreased by 15,466,000.00
1 Week
986,807,000.00
decreased by 7,733,000.00
1 Month
998,901,962.50
increased by 4,361,962.50
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 | |
|---|---|---|
| 126 | ||
| 0.0311 | 0.60 | |
| 0.9844 | 260.71 | |
| -0.0311 | -0.33 | |
| 0.8731 | 1.19 | |
| 0.0000 | 0.00 | |
| 0.9879 | 83.68 |
Estimation Period:
Dec 27, 2005 to May 22, 2026
Dec 27, 2005 to May 22, 2026
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