How does consistent exercise change brain chemistry to overcome Social anxiety?

I have severe social anxiety, agaraphobia and everything that comes under this family . I know exercise can make it go away and if I am 100% healthy then my anxiety will be 0% .

But I am trying to find out how it works ? .. What causes this huge change in brain that eliminates this destructive negative thinking patterns ? Anyone has any insights into this issues , please explain to me . Thanks