M&T Bank Corp Spline 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
78.76
increased by 9.67
1 Week
66.25
decreased by 2.84
1 Month
63.48
decreased by 5.61
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 | |
|---|---|---|
| 1.1808 | 5.34 | |
| 0.0520 | 4.12 | |
| 0.9480 | 75.30 | |
| -0.0143 | -0.89 | |
| 0.0187 | 1.01 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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