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

V-Lab

Oxford Lane Capital Corp. ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:387.97 (40.04)

Analysis last updated: Saturday, May 31, 2025 at 02:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1629	1.28
$β$	0.7273	19.80
$γ$	0.2157	1.18
$λ_{1}$	10.0000	0.26
$λ_{2}$	0.1829	2.27
$λ_{3}$	0.8146	3.61

Estimation Period:
Jan 20, 2011 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Oxford Lane Capital Corp. Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ