{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0894	1.62
β GARCH Volatility persistence	0.8546	121.05***
γ leverage Additional response to negative shocks	-0.0894	-0.71
λ₁ tau intercept Baseline long-term coefficient	1.6895	7.15***
λ₂ forecast adj. Forecast performance sensitivity	0.1744	5.31***
λ₃ tau persistence Long-term factor persistence	0.8183	5.47***

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Macerich Co/The ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Macerich Co/The Analyses