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 2nd, 2025:5,273.45 (-410.02)

Analysis last updated: Sunday, June 1, 2025 at 05:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1197	0.55
$β$	0.7750	45.48
$γ$	-0.1197	-0.27
$λ_{1}$	10.0000	3.15
$λ_{2}$	0.0466	2.93
$λ_{3}$	0.9493	12.57

Estimation Period:
Dec 6, 2007 to May 30, 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