Skip to main content
V-Lab

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

Liquidity prediction for Tuesday, July 14th, 2026

1 Day

1,596.25

increased by 0.62

1 Week

1,567.39

decreased by 28.24

1 Month

1,614.72

increased by 19.09

Analysis last updated: Tuesday, July 14, 2026 at 08:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UBS CH Property Fund - Swiss Mixed Sima ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 23, 1990 to Jul 10, 2026

Model Insight

With persistence 0.998, illiquidity shocks have a half-life of 366 trading days (~1.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
2.02**
α

ARCH

Response to squared shocks

0.0192
5.27***
β

GARCH

Volatility persistence

0.9731
533.49***
γ

leverage

Additional response to negative shocks

0.0116
1.45

Persistence:

0.998

Half-life:

366 days