V-Lab: UBS (CH) Property Fund - Direct LivingPlus ILLIQ-MFMEM Liquidity Analysis

V-Lab

UBS (CH) Property Fund - Direct LivingPlus ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 22nd, 2025:5,610.59 (-596.27)

Analysis last updated: Thursday, May 22, 2025 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1204	0.55
$β$	0.7729	44.95
$γ$	-0.1204	-0.27
$λ_{1}$	10.0000	3.11
$λ_{2}$	0.0466	2.89
$λ_{3}$	0.9493	12.55

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
Asymmetric ILLIQ
Historical ILLIQ