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

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

2,033.43

increased by 390.65

1 Week

1,571.29

decreased by 71.49

1 Month

1,587.73

decreased by 55.05

Analysis last updated: Wednesday, July 15, 2026 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UBS CH Property Fund - Swiss Mixed Sima ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 23, 1990 to Jul 10, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 13 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.3586
4.69***
α

ARCH

Response to squared shocks

0.1268
9.64***
β

GARCH

Volatility persistence

0.8224
32.09***
γi Spline Coefficients
K=3
γ1-0.0142
-3.95***
γ20.0210
4.48***
γ3-0.0095
-3.15***

Persistence:

0.949

Half-life:

13 days