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

V-Lab

Katana Capital Ltd/Fund ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:216,031,000.00 (-3,320,400.00)

Analysis last updated: Tuesday, July 29, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0303	0.68
$β$	0.9849	241.27
$γ$	-0.0303	-0.38
$λ_{1}$	0.6939	1.47
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9882	91.99

Estimation Period:
Dec 27, 2005 to Jul 18, 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