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 Monday, May 19th, 2025:6,169.70 (-741.86)

Analysis last updated: Sunday, May 18, 2025 at 05:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0460	13.16
$α$	0.1184	9.99
$β$	0.8131	38.34
$γ_{1}$	0.0056	3.92

Estimation Period:
Dec 6, 2007 to May 16, 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