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

V-Lab

Macerich Co/The Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 5th, 2025:681.05 (79.73)

Analysis last updated: Monday, August 4, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3413	7.67
$α$	0.0860	12.62
$β$	0.8940	104.20
$γ_{1}$	-0.0683	-6.43
$γ_{2}$	0.0970	5.92
$γ_{3}$	-0.0275	-2.15
$γ_{4}$	0.0316	2.78
$γ_{5}$	-0.0575	-3.95

Estimation Period:
Mar 10, 1994 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts