{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0967	8.82***
α ARCH Response to squared shocks	0.0449	11.50***
β GARCH Volatility persistence	0.9537	253.90***

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Johnson & Johnson Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Johnson & Johnson Analyses