{name} Model Equation

Spline Coefficients

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Parameter	Value	t-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***

γ₁	-0.0142	-3.95***
γ₂	0.0210	4.48***
γ₃	-0.0095	-3.15***

V-Lab

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

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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