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

V-Lab

PRA Group Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 9th, 2025:4,162.58 (-138.12)

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
$m$	126
$α$	0.0684	9.05
$β$	0.9224	409.59
$γ$	-0.0684	-3.37
$λ_{1}$	2.4555	37.40
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9948	679.06

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts