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	param	t-stat
$ω$	1.2730	7.29
$α$	0.1168	8.25
$β$	0.8516	56.91
$γ_{1}$	-0.0058	-1.79
$γ_{2}$	0.0189	3.42

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Annaly Capital Management Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:23.62% (-0.89%)

Date Range:

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News Impact Curve

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