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

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Katana Capital Ltd/Fund Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 3rd, 2025:271,900,000.00 (172,575,710.00)

Analysis last updated: Saturday, November 1, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4755	1.93
$α$	0.0665	2.56
$β$	0.8572	12.45
$γ_{1}$	3.1930	1.11
$γ_{2}$	-6.8045	-1.54
$γ_{3}$	6.7332	2.45
$γ_{4}$	-5.8150	-2.31
$γ_{5}$	5.3865	1.82
$γ_{6}$	-3.9594	-1.75
$γ_{7}$	1.4745	0.88
$γ_{8}$	1.0250	0.44
$γ_{9}$	-1.7538	-0.59
$γ_{10}$	-1.4703	-0.30

Estimation Period:
Dec 27, 2005 to Oct 31, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Katana Capital Ltd/Fund Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM