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, September 22nd, 2025:3,916.33 (-150.02)

Analysis last updated: Sunday, September 21, 2025 at 05:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0240	13.02
$α$	0.1171	10.07
$β$	0.8173	39.69
$γ_{1}$	0.0048	3.54

Estimation Period:
Dec 6, 2007 to Sep 19, 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