Annaly Capital Management Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.55% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8435 | 4.80 | |
| 0.0985 | 49.75 | |
| 0.9900 | 495.73 | |
| 4.9591 | 14.18 |
Estimation Period:
Oct 8, 1997 to Feb 6, 2026
Oct 8, 1997 to Feb 6, 2026
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