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

V-Lab

Oxford Lane Capital Corp. Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:364.90 (-33.84)

Analysis last updated: Friday, September 19, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4806	4.11
$α$	0.1229	10.21
$β$	0.8671	62.97
$γ_{1}$	0.0049	0.80

Estimation Period:
Jan 20, 2011 to Sep 19, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Oxford Lane Capital Corp. Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM