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

V-Lab

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

Liquidity Prediction for Monday, June 2nd, 2025:2,164.27 (-67.51)

Analysis last updated: Sunday, June 1, 2025 at 05:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3389	4.63
$α$	0.1283	9.49
$β$	0.8203	30.98
$γ_{1}$	-0.0148	-3.84
$γ_{2}$	0.0212	4.18
$γ_{3}$	-0.0066	-1.97

Estimation Period:
Apr 23, 1990 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other UBS CH Property Fund - Swiss Mixed Sima Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM