Valterra Platinum Limited Asymmetric 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 29th, 2026
1 Day
4,447.14
decreased by 268.19
1 Week
4,451.18
decreased by 264.15
1 Month
5,547.39
increased by 832.06
Analysis last updated: Friday, May 29, 2026 at 08:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.07 | |
| 0.4463 | 1.69 | |
| 0.7136 | 65.37 | |
| -0.3198 | -1.02 |
Estimation Period:
Mar 16, 2005 to May 22, 2026
Mar 16, 2005 to May 22, 2026
Other Valterra Platinum Limited Analyses
Other Asymmetric ILLIQ Analyses on International Equities