V-Lab: Dunelm Group PLC Spline ILLIQ Liquidity Analysis

V-Lab

Dunelm Group PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, July 4th, 2025:5,397.43 (-545.35)

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
$ω$	0.6509	0.00
$α$	0.1051	0.00
$β$	0.8949	0.01
$γ_{1}$	-4.0712	-0.00
$γ_{2}$	5.2319	0.00
$γ_{3}$	-1.5525	-0.00
$γ_{4}$	0.5364	0.00
$γ_{5}$	-0.1523	-0.00
$γ_{6}$	0.0054	0.00
$γ_{7}$	0.0924	0.00
$γ_{8}$	-0.0947	-0.00
$γ_{9}$	-0.0937	-0.00

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM