V-Lab: UBS (CH) Property Fund - Direct LivingPlus Asymmetric ILLIQ Liquidity Analysis

V-Lab

UBS (CH) Property Fund - Direct LivingPlus Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:4,773.83 (-235.02)

Analysis last updated: Wednesday, July 30, 2025 at 01:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.55
$α$	0.0487	18.26
$β$	0.9387	551.22
$γ$	0.0250	4.50

Estimation Period:
Dec 6, 2007 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other UBS (CH) Property Fund - Direct LivingPlus Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM