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

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Katana Capital Ltd/Fund ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:221,613,400.00 (-3,481,400.00)

Analysis last updated: Saturday, October 11, 2025 at 08:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0309	0.70
$β$	0.9845	244.30
$γ$	-0.0309	-0.39
$λ_{1}$	0.5974	1.48
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9880	94.40

Estimation Period:
Dec 27, 2005 to Oct 10, 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