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, May 11th, 2026
1 Day
1,128.30
decreased by 113.01
1 Week
1,212.89
decreased by 28.42
1 Month
1,278.63
increased by 37.32
Analysis last updated: Friday, May 8, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9517 | 7.88 | |
| 0.0726 | 20.85 | |
| 0.9058 | 341.54 | |
| 0.0433 | 7.42 |
Estimation Period:
Jan 20, 2011 to May 8, 2026
Jan 20, 2011 to May 8, 2026
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