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	param	t-stat
$ω$	1.3108	6.00
$α$	0.1166	8.24
$β$	0.8480	54.38
$γ_{1}$	0.0035	0.28
$γ_{2}$	-0.0194	-0.98
$γ_{3}$	0.0440	3.05
$γ_{4}$	-0.0406	-4.51

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Annaly Capital Management Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.72% (-1.40%)

Date Range:

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News Impact Curve

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