V-Lab: Dunelm Group PLC Spline ILLIQ Liquidity Analysis

V-Lab

Dunelm Group PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:2,963.79 (305.18)

Analysis last updated: Friday, August 1, 2025 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5132	2.81
$α$	0.1207	8.27
$β$	0.7670	19.99
$γ_{1}$	-1.7070	-5.21
$γ_{2}$	2.3066	5.41
$γ_{3}$	-0.7853	-5.67
$γ_{4}$	0.2467	2.89
$γ_{5}$	-0.1094	-1.32
$γ_{6}$	0.1392	1.57
$γ_{7}$	-0.0758	-0.86
$γ_{8}$	0.0007	0.01
$γ_{9}$	-0.1474	-1.09

Estimation Period:
Oct 18, 2006 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Dunelm Group PLC Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM