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V-Lab

Oxford Lane Capital Corp. Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:65.23% (-8.64%)
Analysis last updated: Monday, February 9, 2026 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oxford Lane Capital Corp. SGARCH
paramt-stat
ω1.09265.30
α0.26448.20
β0.644515.70
γ1-0.0691-0.20
γ20.14820.27
γ30.44881.14
γ4-1.6574-3.59
γ52.16963.68
γ6-1.3630-2.22
γ70.30810.53
γ8-0.2818-0.48
γ90.50690.84
γ100.88960.82
Estimation Period:
Jan 20, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts