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

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

Liquidity Prediction for Friday, December 19th, 2025:1,190.81 (-94.97)

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
$ω$	1.3490	4.66
$α$	0.1268	9.54
$β$	0.8225	31.85
$γ_{1}$	-0.0145	-3.91
$γ_{2}$	0.0213	4.37
$γ_{3}$	-0.0086	-2.74

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM