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

V-Lab

Katana Capital Ltd/Fund Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:20,013,450.00 (-203,200.00)

Analysis last updated: Thursday, July 31, 2025 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4586	2.23
$α$	0.0594	1.91
$β$	0.8323	8.62
$γ_{1}$	3.7734	1.34
$γ_{2}$	-7.9319	-1.81
$γ_{3}$	7.5741	2.73
$γ_{4}$	-6.1057	-2.42
$γ_{5}$	5.1858	1.91
$γ_{6}$	-3.5920	-1.81
$γ_{7}$	1.5227	0.82
$γ_{8}$	-0.2778	-0.10
$γ_{9}$	1.4016	0.41
$γ_{10}$	-7.5618	-1.68

Estimation Period:
Dec 27, 2005 to Jul 18, 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