Annaly Capital Management Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.03% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 20.23 | |
| 0.0981 | 35.35 | |
| 0.8962 | 335.40 |
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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