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 Monday, June 30th, 2025:4,913.00 (762.28)

Analysis last updated: Sunday, June 29, 2025 at 02:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1198	0.55
$β$	0.7743	45.53
$γ$	-0.1198	-0.27
$λ_{1}$	10.0000	3.13
$λ_{2}$	0.0463	2.89
$λ_{3}$	0.9495	12.62

Estimation Period:
Dec 6, 2007 to Jun 27, 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