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, November 28th, 2025:1,335.10 (0.84)

Analysis last updated: Saturday, November 29, 2025 at 03:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3471	4.66
$α$	0.1270	9.53
$β$	0.8220	31.66
$γ_{1}$	-0.0146	-3.90
$γ_{2}$	0.0213	4.34
$γ_{3}$	-0.0082	-2.60

Estimation Period:
Apr 23, 1990 to Nov 21, 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