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 30th, 2025:249,445,700.00 (-3,778,700.00)

Analysis last updated: Sunday, June 29, 2025 at 02:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0298	0.66
$β$	0.9851	242.15
$γ$	-0.0298	-0.37
$λ_{1}$	0.7920	1.44
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9883	89.68

Estimation Period:
Dec 27, 2005 to Jun 27, 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