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, May 26th, 2026
1 Day
1,225.52
decreased by 104.76
1 Week
1,175.34
decreased by 154.94
1 Month
1,160.00
decreased by 170.28
Analysis last updated: Friday, May 22, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9462 | 7.88 | |
| 0.0725 | 20.86 | |
| 0.9059 | 342.50 | |
| 0.0432 | 7.42 |
Estimation Period:
Jan 20, 2011 to May 22, 2026
Jan 20, 2011 to May 22, 2026
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