Annaly Capital Management Inc Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.28% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0827 | 32.31 | |
| 0.2533 | 41.65 | |
| 0.6799 | 165.74 | |
| 0.1209 | 10.92 |
Estimation Period:
Oct 8, 1997 to Feb 13, 2026
Oct 8, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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