V-Lab: PRA Group Inc Spline ILLIQ Liquidity Analysis

V-Lab

PRA Group Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 2nd, 2025:3,568.30 (-51.95)

Analysis last updated: Friday, August 29, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3526	7.65
$α$	0.0719	8.80
$β$	0.9195	109.81
$γ_{1}$	0.0021	0.24

Estimation Period:
Nov 8, 2002 to Aug 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts