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

V-Lab

Katana Capital Ltd/Fund ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:219,862,200.00 (-3,904,700.00)

Analysis last updated: Saturday, May 31, 2025 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0272	1.44
$β$	0.9827	227.59
$γ$	-0.0202	-0.61
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.0016	0.69
$λ_{3}$	0.9984	208.44

Estimation Period:
Dec 27, 2005 to May 30, 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