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

V-Lab

Katana Capital Ltd/Fund Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:146,027,000.00 (-16,688,800.00)

Analysis last updated: Saturday, September 20, 2025 at 08:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4721	2.03
$α$	0.0624	2.32
$β$	0.8521	10.92
$γ_{1}$	3.3633	1.18
$γ_{2}$	-7.1279	-1.63
$γ_{3}$	6.9536	2.54
$γ_{4}$	-5.8442	-2.34
$γ_{5}$	5.2445	1.84
$γ_{6}$	-3.7784	-1.77
$γ_{7}$	1.4507	0.88
$γ_{8}$	0.6703	0.28
$γ_{9}$	-0.8925	-0.29
$γ_{10}$	-3.1122	-0.61

Estimation Period:
Dec 27, 2005 to Sep 19, 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