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

V-Lab

PRA Group Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, July 1st, 2025:2,703.33 (135.20)

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
$m$	126
$α$	0.0676	8.94
$β$	0.9225	399.00
$γ$	-0.0676	-3.25
$λ_{1}$	2.4667	37.60
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9950	673.63

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts