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

V-Lab

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

Liquidity Prediction for Thursday, May 8th, 2025:7,182.66 (-600.64)

Analysis last updated: Friday, May 9, 2025 at 12:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0488	13.14
$α$	0.1189	9.99
$β$	0.8125	38.20
$γ_{1}$	0.0056	3.92

Estimation Period:
Dec 6, 2007 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other UBS (CH) Property Fund - Direct LivingPlus Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM