{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0232	7.16***
α ARCH Response to squared shocks	0.0260	26.15***
β GARCH Volatility persistence	0.9555	1,116.22***
γ leverage Additional response to negative shocks	0.0363	15.85***

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Johnson & Johnson Asymmetric ILLIQ Liquidity Analysis

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