Oxford Lane Capital Corp. Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:65.23% (-8.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0926 | 5.30 | |
| 0.2644 | 8.20 | |
| 0.6445 | 15.70 | |
| -0.0691 | -0.20 | |
| 0.1482 | 0.27 | |
| 0.4488 | 1.14 | |
| -1.6574 | -3.59 | |
| 2.1696 | 3.68 | |
| -1.3630 | -2.22 | |
| 0.3081 | 0.53 | |
| -0.2818 | -0.48 | |
| 0.5069 | 0.84 | |
| 0.8896 | 0.82 |
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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