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

Skip to main content

V-Lab

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

Liquidity Prediction for Friday, December 19th, 2025:1,152.52 (-82.00)

Analysis last updated: Saturday, December 20, 2025 at 01:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1072	2.06
$β$	0.8595	163.83
$γ$	-0.1072	-1.01
$λ_{1}$	0.3481	5.61
$λ_{2}$	0.0031	3.27
$λ_{3}$	0.9964	444.64

Estimation Period:
Apr 23, 1990 to Dec 12, 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