V-Lab: Macerich Co/The ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Macerich Co/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 13th, 2024:713.14 (-19.64)

Analysis last updated: Friday, May 10, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0921	1.61
$β$	0.8505	124.03
$γ$	-0.0921	-0.71
$λ_{1}$	1.7748	7.98
$λ_{2}$	0.1847	6.13
$λ_{3}$	0.8080	5.26

Estimation Period:
Mar 10, 1994 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts