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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Berry Corp ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Sep 13, 2017 to Dec 12, 2025

Model 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

ParameterValuet-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:

-