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, June 15th, 2026
1 Day
901,865,400.00
decreased by 14,075,600.00
1 Week
916,030,266.67
increased by 89,266.67
1 Month
945,281,657.14
increased by 29,340,657.14
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 | |
|---|---|---|
| 126 | ||
| 0.0308 | 0.59 | |
| 0.9846 | 261.23 | |
| -0.0308 | -0.32 | |
| 0.9410 | 1.17 | |
| 0.0000 | 0.00 | |
| 0.9880 | 82.59 |
Estimation Period:
Dec 27, 2005 to Jun 12, 2026
Dec 27, 2005 to Jun 12, 2026
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