UBS (CH) Property Fund - Swiss Commercial Interswiss Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3159 | 2.84 | |
| 0.1049 | 7.95 | |
| 0.8231 | 38.22 | |
| -0.0292 | -0.23 | |
| -0.1653 | -0.91 | |
| 0.4298 | 4.37 | |
| -0.4941 | -7.00 | |
| 0.3935 | 6.02 | |
| -0.2012 | -3.31 | |
| 0.1490 | 2.71 | |
| -0.1481 | -2.58 | |
| 0.1108 | 1.83 | |
| -0.0503 | -0.76 |
Estimation Period:
Apr 23, 1990 to Nov 19, 2021
Apr 23, 1990 to Nov 19, 2021
News Impact Curve
Liquidity Forecasts
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