Indorama Synthetics (Pt) ILLIQ-MFMEM 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
5,745.96
increased by 3,998.80
1 Week
2,519.44
increased by 772.28
1 Month
1,356.58
decreased by 390.58
Analysis last updated: Sunday, July 5, 2026 at 02:42 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1520 | 0.13 | |
| 0.9130 | 122.36 | |
| -0.1300 | -0.06 | |
| 0.0000 | 0.14 | |
| 0.0908 | 0.14 | |
| 0.1600 | 0.27 |
Estimation Period:
Jun 24, 1994 to Jul 3, 2026
Jun 24, 1994 to Jul 3, 2026
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