V-Lab: Dunelm Group PLC Spline ILLIQ Liquidity Analysis

V-Lab

Dunelm Group PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 16th, 2025:4,508.23 (263.20)

Analysis last updated: Sunday, June 15, 2025 at 04:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5085	2.76
$α$	0.1193	8.24
$β$	0.7719	20.64
$γ_{1}$	-1.7309	-5.19
$γ_{2}$	2.3347	5.40
$γ_{3}$	-0.7887	-5.67
$γ_{4}$	0.2465	2.80
$γ_{5}$	-0.1116	-1.29
$γ_{6}$	0.1378	1.51
$γ_{7}$	-0.0661	-0.73
$γ_{8}$	-0.0116	-0.13
$γ_{9}$	-0.1179	-0.85

Estimation Period:
Oct 18, 2006 to Jun 13, 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