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, October 13th, 2025:95,870,520.00 (-8,965,780.00)

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
$ω$	0.4718	2.00
$α$	0.0640	2.41
$β$	0.8531	11.31
$γ_{1}$	3.2383	1.15
$γ_{2}$	-6.8924	-1.59
$γ_{3}$	6.7665	2.50
$γ_{4}$	-5.7360	-2.33
$γ_{5}$	5.2277	1.83
$γ_{6}$	-3.8360	-1.76
$γ_{7}$	1.5075	0.94
$γ_{8}$	0.7640	0.34
$γ_{9}$	-1.2346	-0.42
$γ_{10}$	-2.8021	-0.55

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM