Oxford Lane Capital Corp. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:53.05% (-10.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1746 | 4.77 | |
| 0.2763 | 7.95 | |
| 0.6494 | 16.92 | |
| -0.0526 | -0.14 | |
| 0.1349 | 0.23 | |
| 0.4315 | 1.04 | |
| -1.6325 | -3.37 | |
| 2.1661 | 3.46 | |
| -1.4256 | -2.17 | |
| 0.4911 | 0.78 | |
| -0.6637 | -1.10 | |
| 1.3122 | 2.46 | |
| -1.0938 | -2.59 |
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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