Endorphins, better blood oxygen capacity, much better sleep, eventually better stamina in everyday life ... all very tangible benefits of daily exercise. You don't need a gym or equipment either. Running, walking, burpees, crunches, push-ups, maybe a pull-up bar can take you pretty far on their own.

None of this will directly fix all of your problems but it can better equip you to deal with stuff. A diet that is mostly fruits and veggies helps a ton too but that's a whole other discussion.

I'vs suffered a bout of pretty deep depression a few years back. I had a really hard time simply getting out of bed. I don't know if I could have found the strength to go exercise.

There's a lot of different types of depression though. That's why there are so many different types of depression medication, often prescribed in combination in a sort of hit and miss fashion until you find what works. Exercise is always going to have positive effects but this study probably will do more harm than good.