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

V-Lab

Katana Capital Ltd/Fund ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:269,772,300.00 (-3,991,800.00)

Analysis last updated: Thursday, May 8, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0292	0.64
$β$	0.9854	244.77
$γ$	-0.0292	-0.36
$λ_{1}$	0.9518	1.40
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9885	86.22

Estimation Period:
Dec 27, 2005 to Feb 21, 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