I had crippling test anxiety at one point -- I would routinely take exams with a heart rate close to 200 for the entire duration (sometimes multiple hours).
I tried everything, including a number of prescribed medications, with no net benefit. I went to my school's learning center, and their suggestions made things worse if anything. It wasn't until I adopted a consistent yoga practice that I noticed a genuine improvement; after a year I was essentially anxiety free. I was so hesitant because I just saw yoga as "hippie" stuff, but it honestly changed my life. I think the root of my problem was poor sleep (quality, not duration), which yoga helped fix -- but that's just a guess.
I wouldn't even recommend paying for a class. There are cheap apps that are just as good and allow you to do it in privacy, and in an environment you like.