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 Thursday, April 16th, 2026
1 Day
410.17
decreased by 25.12
1 Week
462.63
increased by 27.34
1 Month
527.44
increased by 92.15
Analysis last updated: Wednesday, April 15, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8679 | 6.72 | |
| 0.0561 | 33.16 | |
| 0.9323 | 739.96 | |
| 0.0231 | 8.28 |
Estimation Period:
Mar 10, 1994 to Apr 10, 2026
Mar 10, 1994 to Apr 10, 2026
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