Macerich Co/The Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Friday, June 5th, 2026
1 Day
20,589,320.00
increased by 40.00
1 Week
20,589,476.00
increased by 196.00
1 Month
20,588,980.45
decreased by 299.55
Analysis last updated: Thursday, June 4, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5889 | 5,889,330.00 | |
| 0.0745 | 744,510.00 | |
| 0.9255 | 9,255,490.00 | |
| 0.0413 | 412,580.00 | |
| -0.0796 | -795,740.00 |
Estimation Period:
Mar 10, 1994 to May 29, 2026
Mar 10, 1994 to May 29, 2026
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