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

V-Lab

Oxford Lane Capital Corp. ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 9th, 2025:351.74 (-77.87)

Analysis last updated: Thursday, May 8, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1634	1.28
$β$	0.7278	19.75
$γ$	0.2133	1.17
$λ_{1}$	10.0000	0.26
$λ_{2}$	0.1810	2.28
$λ_{3}$	0.8165	3.67

Estimation Period:
Jan 20, 2011 to May 2, 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