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 Monday, June 30th, 2025:1,355.77 (-47.08)

Analysis last updated: Sunday, June 29, 2025 at 01:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3394	4.63
$α$	0.1282	9.49
$β$	0.8203	31.01
$γ_{1}$	-0.0148	-3.86
$γ_{2}$	0.0213	4.22
$γ_{3}$	-0.0070	-2.12

Estimation Period:
Apr 23, 1990 to Jun 27, 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