UBS (CH) Property Fund - Direct LivingPlus Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, April 7th, 2026
1 Day
4,617.69
decreased by 112.50
1 Week
4,505.85
decreased by 224.34
1 Month
3,950.64
decreased by 779.55
Analysis last updated: Saturday, April 4, 2026 at 12:09 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.65 | |
| 0.0477 | 18.58 | |
| 0.9412 | 579.58 | |
| 0.0222 | 4.26 |
Estimation Period:
Dec 6, 2007 to Apr 2, 2026
Dec 6, 2007 to Apr 2, 2026
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