Indorama Synthetics (Pt) Spline 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
4,587.58
increased by 3,481.37
1 Week
1,818.48
increased by 712.27
1 Month
917.95
decreased by 188.26
Analysis last updated: Sunday, July 5, 2026 at 02:44 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0781 | 1.96 | |
| 0.1348 | 1.97 | |
| 0.8651 | 12.64 | |
| -0.7026 | -1.95 | |
| 1.3902 | 2.27 | |
| -1.3893 | -2.36 | |
| 1.5216 | 3.15 | |
| -1.8078 | -5.54 | |
| 2.1690 | 8.28 | |
| -3.6327 | -16.88 | |
| 4.9693 | 13.38 | |
| -2.9444 | -6.10 | |
| -0.4300 | -0.67 |
Estimation Period:
Jun 24, 1994 to Jul 3, 2026
Jun 24, 1994 to Jul 3, 2026
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