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 Thursday, December 18th, 2025:111,070,900.00 (-4,487,400.00)

Analysis last updated: Thursday, December 18, 2025 at 08:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4740	1.94
$α$	0.0651	2.53
$β$	0.8582	12.40
$γ_{1}$	3.2058	1.11
$γ_{2}$	-6.8206	-1.55
$γ_{3}$	6.7297	2.46
$γ_{4}$	-5.7911	-2.31
$γ_{5}$	5.3491	1.82
$γ_{6}$	-3.9303	-1.75
$γ_{7}$	1.4723	0.89
$γ_{8}$	1.0012	0.43
$γ_{9}$	-1.7183	-0.58
$γ_{10}$	-1.5206	-0.32

Estimation Period:
Dec 27, 2005 to Nov 7, 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