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, November 3rd, 2025:1,450.07 (-32.61)

Analysis last updated: Sunday, November 2, 2025 at 07:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1077	2.02
$β$	0.8585	161.34
$γ$	-0.1077	-0.99
$λ_{1}$	0.3599	5.44
$λ_{2}$	0.0031	3.26
$λ_{3}$	0.9964	435.10

Estimation Period:
Apr 23, 1990 to Oct 31, 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