Oxford Lane Capital Corp. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:79.31% (-19.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1999 | 19.26 | |
| 0.6263 | 62.87 | |
| 0.1849 | 12.55 | |
| 1.2373 | 3.89 | |
| 0.6950 | 10.88 | |
| 0.0000 | 0.00 |
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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