Oxford Lane Capital Corp. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:74.30% (-19.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1130 | 19.76 | |
| 0.4557 | 41.30 | |
| 0.9145 | 207.85 | |
| -0.0687 | -6.13 |
Estimation Period:
Jan 20, 2011 to Feb 6, 2026
Jan 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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