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 Thursday, April 16th, 2026
1 Day
449.93
decreased by 29.00
1 Week
510.30
increased by 31.37
1 Month
555.08
increased by 76.15
Analysis last updated: Wednesday, April 15, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1633 | 4.09 | |
| 0.0735 | 3.88 | |
| 0.9265 | 49.00 | |
| -0.0220 | -0.80 | |
| 0.0357 | 1.17 |
Estimation Period:
Mar 10, 1994 to Apr 10, 2026
Mar 10, 1994 to Apr 10, 2026
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