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 Friday, December 5th, 2025:55.81 (-2.84)

Analysis last updated: Thursday, December 4, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1761	3.85
$α$	0.0529	0.07
$β$	0.9471	1.23
$γ_{1}$	-0.0175	-0.02
$γ_{2}$	0.0213	0.03

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts