Berry Corp Asymmetric ILLIQ Liquidity Analysis
Inactive
Last recorded values (Thursday, December 18th, 2025):
1 Day
9,490.39
1 Week
7,556.13
1 Month
6,412.67
Analysis last updated: Wednesday, December 17, 2025 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Sep 13, 2017 to Dec 12, 2025Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): illiquidity shocks do not decay and the long-run level is undefined, so long-horizon forecasts should be treated with caution.
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.39 |
α ARCH Response to squared shocks | 0.2177 | 22.98*** |
β GARCH Volatility persistence | 0.7707 | 328.67*** |
γ leverage Additional response to negative shocks | 0.0232 | 1.30 |
Persistence:
1.000
Half-life:
-
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