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

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

Liquidity Prediction for Monday, October 13th, 2025:1,375.65 (-122.16)

Analysis last updated: Sunday, October 12, 2025 at 03:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1082	2.01
$β$	0.8578	160.46
$γ$	-0.1082	-0.99
$λ_{1}$	0.3594	5.41
$λ_{2}$	0.0031	3.27
$λ_{3}$	0.9964	435.10

Estimation Period:
Apr 23, 1990 to Oct 10, 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
Asymmetric ILLIQ
Historical ILLIQ