V-Lab: PRA Group Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

PRA Group Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 9th, 2025:4,252.05 (-188.45)

Analysis last updated: Thursday, May 8, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	2.57
$α$	0.0349	14.06
$β$	0.9363	630.53
$γ$	0.0538	10.46

Estimation Period:
Nov 8, 2002 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts