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

V-Lab

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

This asset is not actively trading

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
$ω$	1.8411	5.62
$α$	0.1439	9.14
$β$	0.7759	26.76
$γ_{1}$	0.2067	8.17
$γ_{2}$	-0.3124	-8.75
$γ_{3}$	0.1298	7.88
$γ_{4}$	-0.0298	-2.45
$γ_{5}$	0.0092	0.55

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM