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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Sep 13, 2017 to Dec 12, 2025Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | 0.0158 | 0.40 |
Persistence:
1.000
Half-life:
2655 days
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