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V-Lab

Oxford Lane Capital Corp. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:53.05% (-10.09%)
Analysis last updated: Tuesday, February 10, 2026 at 12:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oxford Lane Capital Corp. S0GARCH
paramt-stat
ω1.17464.77
α0.27637.95
β0.649416.92
γ1-0.0526-0.14
γ20.13490.23
γ30.43151.04
γ4-1.6325-3.37
γ52.16613.46
γ6-1.4256-2.17
γ70.49110.78
γ8-0.6637-1.10
γ91.31222.46
γ10-1.0938-2.59
Estimation Period:
Jan 20, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts