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 Wednesday, July 30th, 2025:1,696.43 (117.45)

Analysis last updated: Thursday, July 31, 2025 at 03:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3416	4.64
$α$	0.1283	9.51
$β$	0.8204	31.09
$γ_{1}$	-0.0148	-3.87
$γ_{2}$	0.0213	4.26
$γ_{3}$	-0.0074	-2.27

Estimation Period:
Apr 23, 1990 to Jul 25, 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