In this paper, we prove a polynomial Central Limit Theorem for several integrable models, and for the $β$-ensembles at high-temperature with polynomial potential. Furthermore, we connect the mean values, the variances and the correlations of the moments of the Lax matrices of these integrable systems with the ones of the $β$-ensembles. Moreover, we show that the local functions' space-correlations decay exponentially fast for the considered integrable systems. For these models, we also established a Berry--Esseen type bound.