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

V-Lab

Oxford Lane Capital Corp. Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 2nd, 2025:817.54 (-107.64)

Analysis last updated: Friday, August 29, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9667	2.59
$α$	0.1164	10.44
$β$	0.8785	67.11
$γ_{1}$	-0.0169	-0.47
$γ_{2}$	0.0320	0.55

Estimation Period:
Jan 20, 2011 to Aug 29, 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