V-Lab: PRA Group Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

PRA Group Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 1st, 2025:2,988.97 (237.21)

Analysis last updated: Monday, June 30, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	2.58
$α$	0.0344	14.06
$β$	0.9368	637.73
$γ$	0.0534	10.51

Estimation Period:
Nov 8, 2002 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts