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 27th, 2026
1 Day
5,779.48
decreased by 290.54
1 Week
6,038.73
decreased by 31.29
1 Month
5,318.95
decreased by 751.07
Analysis last updated: Sunday, April 26, 2026 at 02:55 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 | |
| 0.0485 | 18.75 | |
| 0.9407 | 577.84 | |
| 0.0216 | 4.13 |
Estimation Period:
Dec 6, 2007 to Apr 24, 2026
Dec 6, 2007 to Apr 24, 2026
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