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

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

Liquidity Prediction for Monday, December 15th, 2025:4,353.48 (-216.85)

Analysis last updated: Sunday, December 14, 2025 at 06:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.62
$α$	0.0492	18.79
$β$	0.9402	566.70
$γ$	0.0212	4.00

Estimation Period:
Dec 6, 2007 to Dec 12, 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