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

V-Lab

Katana Capital Ltd/Fund Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:78,769,880.00 (-8,837,280.00)

Analysis last updated: Saturday, May 31, 2025 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4681	2.17
$α$	0.0601	2.01
$β$	0.8393	9.38
$γ_{1}$	3.8449	1.31
$γ_{2}$	-8.0526	-1.78
$γ_{3}$	7.6966	2.69
$γ_{4}$	-6.2769	-2.39
$γ_{5}$	5.3502	1.91
$γ_{6}$	-3.6307	-1.78
$γ_{7}$	1.3827	0.69
$γ_{8}$	-0.0337	-0.01
$γ_{9}$	1.0954	0.31
$γ_{10}$	-6.2685	-1.35

Estimation Period:
Dec 27, 2005 to May 30, 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