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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0245	19.75***
α ARCH Response to squared shocks	0.0425	18.95***
β GARCH Volatility persistence	0.9111	476.76***
γ leverage Additional response to negative shocks	0.0735	12.92***

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Johnson & Johnson GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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