V-Lab: Katana Capital Ltd/Fund ILLIQ-MFMEM Liquidity Analysis

V-Lab

Katana Capital Ltd/Fund ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, September 2nd, 2025:113,147,000.00 (-2,315,200.00)

Analysis last updated: Tuesday, September 2, 2025 at 08:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0282	1.49
$β$	0.9816	203.73
$γ$	-0.0201	-0.59
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.0021	0.75
$λ_{3}$	0.9979	254.43

Estimation Period:
Dec 27, 2005 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Katana Capital Ltd/Fund Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ