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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0269	27.60***
α ARCH Response to squared shocks	0.0863	39.57***
β GARCH Volatility persistence	0.9137	452.53***
γ leverage Additional response to negative shocks	0.3483	19.51***
δ power Transformation power	1.1716	27.72***

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Johnson & Johnson APARCH Volatility Analysis

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