Indorama Synthetics (Pt) 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 Monday, July 6th, 2026
1 Day
2,096.81
increased by 1,152.20
1 Week
1,123.43
increased by 178.82
1 Month
639.29
decreased by 305.32
Analysis last updated: Sunday, July 5, 2026 at 02:41 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0496 | 5.84 | |
| 0.0451 | 11.87 | |
| 0.9342 | 589.78 | |
| 0.0414 | 4.11 |
Estimation Period:
Jun 24, 1994 to Jul 3, 2026
Jun 24, 1994 to Jul 3, 2026
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