Annaly Capital Management Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.61% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 9.37 | |
| 0.1028 | 34.43 | |
| 0.8839 | 313.90 | |
| 0.3877 | 9.82 |
Estimation Period:
Oct 8, 1997 to Feb 6, 2026
Oct 8, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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