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 1st, 2025:5,809.67 (-240.77)

Analysis last updated: Sunday, August 31, 2025 at 04:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0311	13.12
$α$	0.1179	10.07
$β$	0.8150	39.11
$γ_{1}$	0.0051	3.76

Estimation Period:
Dec 6, 2007 to Aug 29, 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