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, September 18th, 2025:3,538.37 (-12.52)

Analysis last updated: Friday, September 19, 2025 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.1201	0.53
$β$	0.7728	40.72
$γ$	-0.1201	-0.26
$λ_{1}$	10.0000	2.38
$λ_{2}$	0.0405	2.33
$λ_{3}$	0.9552	14.68

Estimation Period:
Dec 6, 2007 to Sep 12, 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