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 Monday, June 29th, 2026
1 Day
250.28
decreased by 11.45
1 Week
262.38
increased by 0.65
1 Month
268.56
increased by 6.83
Analysis last updated: Friday, June 26, 2026 at 11:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8432 | 6.50 | |
| 0.0561 | 33.22 | |
| 0.9320 | 739.12 | |
| 0.0238 | 8.51 |
Estimation Period:
Mar 10, 1994 to Jun 26, 2026
Mar 10, 1994 to Jun 26, 2026
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