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, July 7th, 2025:4,388.08 (-268.59)

Analysis last updated: Tuesday, July 8, 2025 at 05:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1194	0.55
$β$	0.7753	46.17
$γ$	-0.1194	-0.27
$λ_{1}$	10.0000	3.19
$λ_{2}$	0.0458	2.91
$λ_{3}$	0.9500	12.85

Estimation Period:
Dec 6, 2007 to Jul 4, 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