V-Lab: Dunelm Group PLC ILLIQ-MFMEM Liquidity Analysis

V-Lab

Dunelm Group PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, July 4th, 2025:5,009.41 (-1,993.50)

Analysis last updated: Saturday, July 5, 2025 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1630	0.06
$β$	0.5295	1.80
$γ$	-0.1630	-0.03
$λ_{1}$	10.0000	0.16
$λ_{2}$	0.0951	0.10
$λ_{3}$	0.9049	1.19

Estimation Period:
Oct 18, 2006 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Dunelm Group PLC Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ