Oxford Lane Capital Corp. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:81.35% (+12.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1697 | 21.03 | |
| 0.1996 | 16.03 | |
| 0.7036 | 98.12 | |
| 0.1596 | 5.11 |
Estimation Period:
Jan 20, 2011 to Feb 6, 2026
Jan 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Oxford Lane Capital Corp. Analyses
Other GJR-GARCH Analyses on Closed-end Funds