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 Friday, September 19th, 2025:1,797.65 (-30.95)

Analysis last updated: Saturday, September 20, 2025 at 12:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3442	4.64
$α$	0.1277	9.52
$β$	0.8212	31.38
$γ_{1}$	-0.0147	-3.89
$γ_{2}$	0.0213	4.30
$γ_{3}$	-0.0079	-2.43

Estimation Period:
Apr 23, 1990 to Sep 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