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 Tuesday, July 29th, 2025:1,451.21 (4.34)

Analysis last updated: Wednesday, July 30, 2025 at 01:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1092	1.99
$β$	0.8565	157.09
$γ$	-0.1092	-0.98
$λ_{1}$	0.3632	5.28
$λ_{2}$	0.0031	3.27
$λ_{3}$	0.9963	429.27

Estimation Period:
Apr 23, 1990 to Jul 25, 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