MTB·M&T Bank Corporation

Realized volatility (21d)

18.8% 31st pct

Below its peak

-14.2%

vs 200-day average

-2.8%

Up days (1y)

53%

M&T Bank Corporation is currently running 18.8% annualised volatility over the last 21 sessions. Measured against MTB's own 13 years of daily returns rather than a market-wide average, that is the 31st percentile — on the quiet side for this stock, against a typical reading of 22.9%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

MTB is trading -14.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -20.9%, and the deepest was -49.1% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits -2.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 28th percentile — a narrower gap than it typically runs. Over the past year MTB closed higher on 53% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, MTB finished the month higher 7 of 13 times, with a median return of +0.4% and an average of +1.1%. Its strongest month historically has been November at +5.8% on average, its weakest March at -5.1%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: MTB has opened more than 2% away from the prior close in 142 of 3,267 sessions (4.3% of the time), with the largest gaps running +9.8% and -20.9%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, MTB moved an average of 0.9% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.2% and a largest of +2.2%.

All figures computed from 3,268 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against MTB's own 13-year history, not a peer group or index.