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

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PRA Group Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, October 15th, 2025:4,004.51 (171.53)

Analysis last updated: Tuesday, October 14, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0665	8.98
$β$	0.9250	430.23
$γ$	-0.0665	-3.37
$λ_{1}$	2.4630	35.74
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9947	678.05

Estimation Period:
Nov 8, 2002 to Oct 10, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts