V-Lab: M&T Bank Corp Spline ILLIQ Liquidity Analysis

V-Lab

M&T Bank Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:57.49 (0.98)

Analysis last updated: Thursday, July 3, 2025 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1750	5.31
$α$	0.0525	2.14
$β$	0.9475	38.57
$γ_{1}$	-0.0152	-0.59
$γ_{2}$	0.0191	0.68

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts