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

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Macerich Co/The Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, December 11th, 2025:659.54 (-0.92)

Analysis last updated: Wednesday, December 10, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1580	4.05
$α$	0.0743	2.78
$β$	0.9257	34.68
$γ_{1}$	-0.0227	-0.65
$γ_{2}$	0.0368	0.97

Estimation Period:
Mar 10, 1994 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts