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 Monday, April 13th, 2026
1 Day
5,266.58
increased by 87.51
1 Week
4,936.82
decreased by 242.25
1 Month
4,246.35
decreased by 932.72
Analysis last updated: Sunday, April 12, 2026 at 03:00 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.64 | |
| 0.0482 | 18.67 | |
| 0.9408 | 577.21 | |
| 0.0220 | 4.20 |
Estimation Period:
Dec 6, 2007 to Apr 10, 2026
Dec 6, 2007 to Apr 10, 2026
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