V-Lab: PRA Group Inc Spline ILLIQ Liquidity Analysis

V-Lab

PRA Group Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 23rd, 2025:2,527.96 (-184.90)

Analysis last updated: Friday, June 20, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3278	7.48
$α$	0.0731	8.76
$β$	0.9182	107.71
$γ_{1}$	-0.0015	-0.16

Estimation Period:
Nov 8, 2002 to Jun 20, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts