V-Lab: PRA Group Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

PRA Group Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 23rd, 2025:2,753.86 (-173.42)

Analysis last updated: Friday, June 20, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	2.58
$α$	0.0345	14.07
$β$	0.9366	634.58
$γ$	0.0535	10.50

Estimation Period:
Nov 8, 2002 to Jun 20, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts