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

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

Liquidity Prediction for Monday, October 13th, 2025:5,084.24 (132.51)

Analysis last updated: Sunday, October 12, 2025 at 03:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1177	0.55
$β$	0.7776	46.37
$γ$	-0.1177	-0.27
$λ_{1}$	10.0000	2.94
$λ_{2}$	0.0441	2.79
$λ_{3}$	0.9518	13.47

Estimation Period:
Dec 6, 2007 to Oct 10, 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