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V-Lab

Berry Corp Spline ILLIQ Liquidity Analysis

Inactive

Last recorded values (Thursday, December 18th, 2025):

1 Day

10,182.70

1 Week

8,295.45

1 Month

7,130.16

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-SMEM

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

With persistence 1.000, illiquidity shocks have a half-life of 2655 trading days (~10.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.3575
3.20***
α

ARCH

Response to squared shocks

0.2587
16.70***
β

GARCH

Volatility persistence

0.7411
47.66***
γi Spline Coefficients
K=1
γ10.0158
0.40

Persistence:

1.000

Half-life:

2655 days