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

V-Lab

Macerich Co/The Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:772.42 (-29.01)

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
$ω$	1.0778	3.58
$α$	0.0739	1.00
$β$	0.9261	12.56
$γ_{1}$	0.0014	0.04

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts