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 2nd, 2025:1,787.22 (-10.22)

Analysis last updated: Sunday, June 1, 2025 at 05:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	2.01
$α$	0.0191	5.26
$β$	0.9732	531.23
$γ$	0.0117	1.46

Estimation Period:
Apr 23, 1990 to May 30, 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