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	param	t-stat
$ω$	0.0399	17.02
$α$	0.0676	17.04
$β$	0.8948	346.83
$γ$	0.0580	6.76

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Annaly Capital Management Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.26% (-1.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Annaly Capital Management Inc Analyses