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 Monday, May 19th, 2025:5,630.05 (-318.38)

Analysis last updated: Sunday, May 18, 2025 at 05:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.53
$α$	0.0480	18.06
$β$	0.9389	548.73
$γ$	0.0262	4.70

Estimation Period:
Dec 6, 2007 to May 16, 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