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 30th, 2025:29,769,020.00 (-1,806,630.00)

Analysis last updated: Sunday, June 29, 2025 at 02:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4633	2.18
$α$	0.0590	1.97
$β$	0.8384	9.16
$γ_{1}$	3.7574	1.31
$γ_{2}$	-7.8875	-1.78
$γ_{3}$	7.5413	2.70
$γ_{4}$	-6.1246	-2.40
$γ_{5}$	5.2374	1.90
$γ_{6}$	-3.6244	-1.81
$γ_{7}$	1.4857	0.79
$γ_{8}$	-0.1421	-0.05
$γ_{9}$	1.1550	0.33
$γ_{10}$	-6.9563	-1.46

Estimation Period:
Dec 27, 2005 to Jun 27, 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