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 Thursday, May 8th, 2025:1,608.59 (-180.51)

Analysis last updated: Friday, May 9, 2025 at 12:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3368	4.62
$α$	0.1283	9.48
$β$	0.8202	30.95
$γ_{1}$	-0.0149	-3.84
$γ_{2}$	0.0213	4.18
$γ_{3}$	-0.0067	-1.98

Estimation Period:
Apr 23, 1990 to May 2, 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