{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8465	6.54***
α ARCH Response to squared shocks	0.0560	33.19***
β GARCH Volatility persistence	0.9322	741.63***
γ leverage Additional response to negative shocks	0.0236	8.48***

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Macerich Co/The Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Macerich Co/The Analyses