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, May 26th, 2026
1 Day
4,428.13
decreased by 139.27
1 Week
4,461.63
decreased by 105.77
1 Month
5,170.00
increased by 602.60
Analysis last updated: Sunday, May 24, 2026 at 01:38 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 | |
| 0.0492 | 18.96 | |
| 0.9406 | 577.78 | |
| 0.0204 | 3.93 |
Estimation Period:
Dec 6, 2007 to May 22, 2026
Dec 6, 2007 to May 22, 2026
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