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 Tuesday, September 2nd, 2025:4,471.86 (-629.67)

Analysis last updated: Tuesday, September 2, 2025 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.1205	0.53
$β$	0.7726	40.70
$γ$	-0.1205	-0.26
$λ_{1}$	10.0000	2.44
$λ_{2}$	0.0405	2.35
$λ_{3}$	0.9553	14.71

Estimation Period:
Dec 6, 2007 to Aug 29, 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