Annaly Capital Management Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.82% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0640 | 15.71 | |
| 0.7576 | 101.11 | |
| 0.1607 | 22.56 | |
| 0.0200 | 4.19 | |
| 0.0730 | 5.01 | |
| 0.9202 | 55.34 |
Estimation Period:
Oct 8, 1997 to Feb 6, 2026
Oct 8, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Annaly Capital Management Inc Analyses
Other MF2-GARCH Analyses on Real Estate