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, June 16th, 2026
1 Day
6,751.06
increased by 184.75
1 Week
6,371.43
decreased by 194.88
1 Month
5,308.66
decreased by 1,257.65
Analysis last updated: Tuesday, June 16, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.65 | |
| 0.0486 | 18.84 | |
| 0.9409 | 580.09 | |
| 0.0210 | 4.06 |
Estimation Period:
Dec 6, 2007 to Jun 12, 2026
Dec 6, 2007 to Jun 12, 2026
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