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

Liquidity prediction for Tuesday, July 14th, 2026

1 Day

4,510.22

increased by 569.49

1 Week

4,301.60

increased by 360.87

1 Month

6,229.32

increased by 2,288.59

Analysis last updated: Tuesday, July 14, 2026 at 08:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UBS (CH) Property Fund - Direct LivingPlus ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 6, 2007 to Jul 10, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 10 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.9841
13.32***
α

ARCH

Response to squared shocks

0.1126
10.08***
β

GARCH

Volatility persistence

0.8226
41.09***
γi Spline Coefficients
K=1
γ10.0043
3.53***

Persistence:

0.935

Half-life:

10 days