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

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M&T Bank Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, November 5th, 2025:46.62 (1.35)

Analysis last updated: Tuesday, November 4, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1753	3.39
$α$	0.0529	0.06
$β$	0.9471	1.01
$γ_{1}$	-0.0170	-0.02
$γ_{2}$	0.0198	0.02

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts