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

V-Lab

Katana Capital Ltd/Fund ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, June 12th, 2025:265,265,700.00 (-3,965,200.00)

Analysis last updated: Thursday, June 12, 2025 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0296	0.65
$β$	0.9852	242.90
$γ$	-0.0296	-0.37
$λ_{1}$	0.8556	1.42
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9884	88.31

Estimation Period:
Dec 27, 2005 to Jun 6, 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