V-Lab: PRA Group Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

PRA Group Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 23rd, 2025:2,513.27 (-173.86)

Analysis last updated: Friday, June 20, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0679	8.94
$β$	0.9221	396.26
$γ$	-0.0679	-3.24
$λ_{1}$	2.4679	37.70
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9950	673.64

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts