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 Friday, November 28th, 2025:4,545.68 (-340.38)

Analysis last updated: Saturday, November 29, 2025 at 03:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1168	0.54
$β$	0.7782	45.92
$γ$	-0.1168	-0.27
$λ_{1}$	10.0000	2.81
$λ_{2}$	0.0445	2.73
$λ_{3}$	0.9514	13.19

Estimation Period:
Dec 6, 2007 to Nov 21, 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