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 Wednesday, June 17th, 2026
1 Day
1,514.06
increased by 89.37
1 Week
1,373.96
decreased by 50.73
1 Month
1,177.52
decreased by 247.17
Analysis last updated: Tuesday, June 16, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9546 | 7.89 | |
| 0.0721 | 20.82 | |
| 0.9061 | 343.47 | |
| 0.0438 | 7.53 |
Estimation Period:
Jan 20, 2011 to Jun 12, 2026
Jan 20, 2011 to Jun 12, 2026
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