Why can't I just shake the anxiety off?

Because it can't be shaken off. Anxiety is like any other illness, and surely you've never heard of shaking off a cold right? Well, the same happens with anxiety. You need to treat it and allow it to gradually become better.

You can't shake the anxiety off because it isn't something that can be thrown away easily and after you don't have anxiety right now, it may come back later.

Perhaps you could simplify some aspects of your life? Do an inventory of the things you possess and the things you do that cause you stress. Is it time to get rid of some things? Also, it may help a lot to learn some simple meditation practices, such as visualizing (and trying to be in) a favorite place of yours where you feel most at peace. Another is to mindfully breath in and out, taking long slow breaths. The breathing is an important part of practicing Tai Chi or Qi Gong, which you may have heard of before. Its pretty amazing how effective it is for general anxiety. I think the important thing is to practice some form of meditative practice on a regular basis, and then try to put yourself in that place when times are tough. These are not cure but they do help. At least enough until you are able to go out jogging again.

Anxiety is often a constant state that is hard to shake off. The anxious thoughts may seem persistent and you may feel like they'll never go away. I want you to know that this is normal and almost everyone will feel this way at some point in their lives. While you feel unable to shake off the anxiety, it may help to find ways to help you cope with and manage the anxiety levels that you're experiencing. By finding a safe and healthy coping mechanism that works for you, this will be a life skill to help you feel calmer and override the anxiety.

Then, there are a few strategies you can use to reduce your anxiety to a more manageable level. Imagine yourself as a firefighter.Take some deep breaths to extinguish the flames of anxiety. Deeply and slowly inhale and exhale. "When you slow your breathing, your body thinks you're relaxing or going to sleep," explains Dr. Albers. Calm down your worried thoughts. "Thoughts like, 'I can't stand it; this is terrible!'" "Fuel the fire of anxiety," Dr. Albers says. Consider what you can and cannot change about the situation. Then do what you can to change what you can and work on accepting what you can't. Take a step back. Anxiety can arise from unwarranted concern about a variety of issues.