M&T Bank Corp Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Friday, June 5th, 2026
1 Day
74.03
increased by 5.60
1 Week
64.97
decreased by 3.46
1 Month
64.26
decreased by 4.17
Analysis last updated: Thursday, June 4, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1373 | 4.06 | |
| 0.0342 | 26.13 | |
| 0.9530 | 929.75 | |
| 0.0255 | 12.84 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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