V-Lab: Macerich Co/The ILLIQ-MFMEM Liquidity Analysis

V-Lab

Macerich Co/The ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:694.99 (-41.14)

Analysis last updated: Friday, May 16, 2025 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0917	1.62
$β$	0.8510	120.93
$γ$	-0.0917	-0.71
$λ_{1}$	1.8048	7.77
$λ_{2}$	0.1807	5.83
$λ_{3}$	0.8120	5.35

Estimation Period:
Mar 10, 1994 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts