V-Lab: UBS (CH) Property Fund - Swiss Residential Siat Asymmetric ILLIQ Liquidity Analysis

V-Lab

UBS (CH) Property Fund - Swiss Residential Siat Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, November 23rd, 2021:3,699.60 (316.24)

Analysis last updated: Monday, November 22, 2021 at 08:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	5.72
$α$	0.1022	16.16
$β$	0.9129	367.64
$γ$	-0.0301	-3.84

Estimation Period:
Mar 28, 1994 to Nov 19, 2021

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other UBS (CH) Property Fund - Swiss Residential Siat Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM