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	param	t-stat
$ω$	0.0291	16.20
$α$	0.1882	36.64
$β$	0.9804	1,031.96
$γ$	-0.0594	-14.22

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Annaly Capital Management Inc EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.92% (-0.86%)

Date Range:

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News Impact Curve

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