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

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Oxford Lane Capital Corp. Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, November 11th, 2025:594.36 (-25.05)

Analysis last updated: Monday, November 10, 2025 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4759	4.11
$α$	0.1225	10.27
$β$	0.8678	63.61
$γ_{1}$	0.0052	0.86

Estimation Period:
Jan 20, 2011 to Nov 7, 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