V-Lab: PRA Group Inc Spline ILLIQ Liquidity Analysis

V-Lab

PRA Group Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:3,472.42 (-270.74)

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
$ω$	1.3369	7.55
$α$	0.0724	8.75
$β$	0.9191	108.65
$γ_{1}$	0.0004	0.04

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts