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

V-Lab

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

Liquidity Prediction for Tuesday, November 23rd, 2021:3,950.32 (911.97)

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
$m$	56
$α$	0.1568	1.55
$β$	0.7425	27.55
$γ$	0.1978	1.31
$λ_{1}$	10.0000	0.25
$λ_{2}$	0.0261	4.06
$λ_{3}$	0.9739	88.66

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
Asymmetric ILLIQ
Historical ILLIQ