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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0170	11.58***
α ARCH Response to squared shocks	0.0785	44.10***
β GARCH Volatility persistence	0.9084	457.15***
γ leverage Additional response to negative shocks	0.3817	17.80***

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Johnson & Johnson AGARCH Volatility Analysis

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