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

V-Lab

Katana Capital Ltd/Fund Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, August 28th, 2025:4,110,768.00 (-100,668.00)

Analysis last updated: Thursday, August 28, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4620	2.17
$α$	0.0635	2.05
$β$	0.8338	9.15
$γ_{1}$	3.5323	1.27
$γ_{2}$	-7.4915	-1.74
$γ_{3}$	7.2453	2.66
$γ_{4}$	-5.9235	-2.41
$γ_{5}$	5.1601	1.89
$γ_{6}$	-3.6993	-1.83
$γ_{7}$	1.6504	1.00
$γ_{8}$	-0.2209	-0.09
$γ_{9}$	1.1650	0.37
$γ_{10}$	-8.8630	-2.04

Estimation Period:
Dec 27, 2005 to Aug 22, 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