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, May 15th, 2026
1 Day
304.79
decreased by 5.84
1 Week
319.25
increased by 8.62
1 Month
363.83
increased by 53.20
Analysis last updated: Thursday, May 14, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8560 | 6.59 | |
| 0.0561 | 33.18 | |
| 0.9321 | 739.21 | |
| 0.0236 | 8.43 |
Estimation Period:
Mar 10, 1994 to May 8, 2026
Mar 10, 1994 to May 8, 2026
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