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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0248	19.80***
α ARCH Response to squared shocks	0.0424	18.82***
β GARCH Volatility persistence	0.9104	472.22***
γ leverage Additional response to negative shocks	0.0746	13.03***

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Johnson & Johnson GJR-GARCH Volatility Analysis

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