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 Monday, April 6th, 2026
1 Day
1,315.42
decreased by 21.34
1 Week
1,286.75
decreased by 50.01
1 Month
1,222.16
decreased by 114.60
Analysis last updated: Thursday, April 2, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9726 | 7.91 | |
| 0.0728 | 20.78 | |
| 0.9056 | 339.93 | |
| 0.0433 | 7.39 |
Estimation Period:
Jan 20, 2011 to Apr 2, 2026
Jan 20, 2011 to Apr 2, 2026
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