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 22nd, 2025:1,896.95 (186.15)

Analysis last updated: Sunday, September 21, 2025 at 04:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1086	2.00
$β$	0.8573	159.37
$γ$	-0.1086	-0.99
$λ_{1}$	0.3630	5.36
$λ_{2}$	0.0031	3.27
$λ_{3}$	0.9964	431.89

Estimation Period:
Apr 23, 1990 to Sep 19, 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