N.J. Stat. Ann. § 5:8-88

No person shall have the privilege to refuse to disclose, in any proceeding before the commissioner, any matter which the Amusement Games Licensing Law or this act or the rules and regulations promulgated under said laws require him to record or report or disclose, upon the ground that the same may tend to incriminate him or expose him to a penalty or forfeiture, in connection with any activity or occupation or calling of his which is governed by said laws or governing the corporation or association of which he is an officer, agent or employee.