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 Thursday, April 2nd, 2026
1 Day
1,093,600,000.00
increased by 155,770,000.00
1 Week
1,015,715,000.00
increased by 77,885,000.00
1 Month
666,339,353.85
decreased by 271,490,646.15
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 | |
|---|---|---|
| 126 | ||
| 0.0309 | 0.63 | |
| 0.9845 | 251.03 | |
| -0.0309 | -0.35 | |
| 0.7731 | 1.30 | |
| 0.0000 | 0.00 | |
| 0.9880 | 87.38 |
Estimation Period:
Dec 27, 2005 to Mar 20, 2026
Dec 27, 2005 to Mar 20, 2026
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