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	param	t-stat
$ω$	1.2477	5.46
$α$	0.0527	10.92
$β$	0.9386	155.40
$γ_{1}$	-0.1117	-6.04
$γ_{2}$	0.1185	4.18
$γ_{3}$	0.0318	1.56
$γ_{4}$	-0.0578	-3.51
$γ_{5}$	0.0450	2.75
$γ_{6}$	-0.0633	-2.83

V-Lab

M&T Bank Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:46.89 (4.89)

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Parameter Estimates

News Impact Curve

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