V-Lab: UBS CH Property Fund - Swiss Mixed Sima Asymmetric ILLIQ Liquidity Analysis

V-Lab

UBS CH Property Fund - Swiss Mixed Sima Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 23rd, 2025:1,651.85 (-21.00)

Analysis last updated: Sunday, June 22, 2025 at 04:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	2.02
$α$	0.0190	5.25
$β$	0.9733	532.12
$γ$	0.0117	1.46

Estimation Period:
Apr 23, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other UBS CH Property Fund - Swiss Mixed Sima Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM