Macerich Co/The Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Friday, June 5th, 2026
1 Day
279.51
increased by 29.62
1 Week
269.92
increased by 20.03
1 Month
293.92
increased by 44.03
Analysis last updated: Thursday, June 4, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8494 | 6.53 | |
| 0.0562 | 33.26 | |
| 0.9319 | 737.88 | |
| 0.0236 | 8.44 |
Estimation Period:
Mar 10, 1994 to May 29, 2026
Mar 10, 1994 to May 29, 2026
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