V-Lab: Oxford Lane Capital Corp. Asymmetric ILLIQ Liquidity Analysis

V-Lab

Oxford Lane Capital Corp. Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 2nd, 2025:749.85 (-74.04)

Analysis last updated: Friday, August 29, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8685	7.62
$α$	0.0731	20.41
$β$	0.9054	332.88
$γ$	0.0429	7.25

Estimation Period:
Jan 20, 2011 to Aug 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Oxford Lane Capital Corp. Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM