How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.6120	4.37***
α ARCH Response to squared shocks	0.1252	10.19***
β GARCH Volatility persistence	0.8650	63.17***

V-Lab

Oxford Lane Capital Corp. Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Oxford Lane Capital Corp. Analyses