Oxford Lane Capital Corp. Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, June 17th, 2026
1 Day
1,405.04
increased by 70.04
1 Week
1,231.64
decreased by 103.36
1 Month
1,085.16
decreased by 249.84
Analysis last updated: Tuesday, June 16, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6669 | 0.83 | |
| 0.1222 | 0.14 | |
| 0.8778 | 1.03 | |
| -0.2734 | -0.05 | |
| 0.3136 | 0.05 | |
| -0.0675 | -0.11 |
Estimation Period:
Jan 20, 2011 to Jun 12, 2026
Jan 20, 2011 to Jun 12, 2026
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