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, September 1st, 2025:1,258.57 (35.11)

Analysis last updated: Sunday, August 31, 2025 at 04:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1084	2.02
$β$	0.8577	160.02
$γ$	-0.1084	-0.99
$λ_{1}$	0.3562	5.40
$λ_{2}$	0.0031	3.26
$λ_{3}$	0.9964	434.91

Estimation Period:
Apr 23, 1990 to Aug 29, 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