Oxford Lane Capital Corp. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.23% (-9.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4934 | 4.22 | |
| 0.2010 | 30.04 | |
| 0.9654 | 119.38 | |
| 3.8279 | 16.56 |
Estimation Period:
Jan 20, 2011 to Feb 6, 2026
Jan 20, 2011 to Feb 6, 2026
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