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

V-Lab

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

Liquidity Prediction for Monday, June 2nd, 2025:2,067.42 (-50.71)

Analysis last updated: Sunday, June 1, 2025 at 05:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1092	1.95
$β$	0.8565	157.15
$γ$	-0.1092	-0.96
$λ_{1}$	0.3754	5.14
$λ_{2}$	0.0032	3.23
$λ_{3}$	0.9963	417.56

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
Asymmetric ILLIQ
Historical ILLIQ