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 Wednesday, July 30th, 2025:4,619.78 (-395.18)

Analysis last updated: Thursday, July 31, 2025 at 03:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0384	13.20
$α$	0.1172	9.99
$β$	0.8151	38.77
$γ_{1}$	0.0054	3.91

Estimation Period:
Dec 6, 2007 to Jul 25, 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