{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3995	7.84***
α ARCH Response to squared shocks	0.0849	12.57***
β GARCH Volatility persistence	0.8938	103.26***

γ₁	-0.0647	-6.81***
γ₂	0.0948	6.61***
γ₃	-0.0307	-2.78***
γ₄	0.0366	3.63***
γ₅	-0.0826	-6.33***

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Macerich Co/The Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Macerich Co/The Analyses