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

V-Lab

Katana Capital Ltd/Fund Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, June 12th, 2025:47,606,400.00 (-3,801,580.00)

Analysis last updated: Thursday, June 12, 2025 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4656	2.18
$α$	0.0588	1.97
$β$	0.8389	9.20
$γ_{1}$	3.8568	1.33
$γ_{2}$	-8.0715	-1.79
$γ_{3}$	7.6962	2.70
$γ_{4}$	-6.2494	-2.39
$γ_{5}$	5.3108	1.91
$γ_{6}$	-3.6116	-1.78
$γ_{7}$	1.4058	0.70
$γ_{8}$	-0.0956	-0.03
$γ_{9}$	1.1788	0.34
$γ_{10}$	-6.4172	-1.40

Estimation Period:
Dec 27, 2005 to Jun 6, 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