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

V-Lab

PRA Group Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:3,404.90 (-252.55)

Analysis last updated: Saturday, May 31, 2025 at 02:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0673	8.98
$β$	0.9233	406.72
$γ$	-0.0673	-3.31
$λ_{1}$	2.4617	37.30
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9949	675.40

Estimation Period:
Nov 8, 2002 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts