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, May 15th, 2026
1 Day
315.50
decreased by 3.39
1 Week
330.30
increased by 11.41
1 Month
379.67
increased by 60.78
Analysis last updated: Thursday, May 14, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1656 | 4.03 | |
| 0.0740 | 1.15 | |
| 0.9260 | 14.44 | |
| -0.0216 | -0.29 | |
| 0.0326 | 0.40 |
Estimation Period:
Mar 10, 1994 to May 8, 2026
Mar 10, 1994 to May 8, 2026
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