V-Lab: PRA Group Inc Spline ILLIQ Liquidity Analysis

V-Lab

PRA Group Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 1st, 2025:2,750.03 (147.35)

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
$ω$	1.3299	7.50
$α$	0.0729	8.75
$β$	0.9185	108.19
$γ_{1}$	-0.0012	-0.12

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts