Oxford Lane Capital Corp. Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, April 28th, 2026
1 Day
1,300.08
decreased by 93.64
1 Week
1,316.70
decreased by 77.02
1 Month
1,346.30
decreased by 47.42
Analysis last updated: Monday, April 27, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9946 | 7.95 | |
| 0.0729 | 20.88 | |
| 0.9055 | 340.30 | |
| 0.0431 | 7.37 |
Estimation Period:
Jan 20, 2011 to Apr 24, 2026
Jan 20, 2011 to Apr 24, 2026
Other Oxford Lane Capital Corp. Analyses
Other Asymmetric ILLIQ Analyses on Closed-end Funds