Application of the GARCH Model in Forecasting the Volatility of Stock Returns in the Infrastructure, Utility, and Transportation Sector
The stock market is continuously changing with uncertainties that can create risks. Prompt information dissemination and rapid capital flow will cause stock price fluctuations, causing volatility in stock prices. This research examines the behavior of volatility patterns in the infrastructure, utili...
| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
STIE PGRI Dewantara Jombang
2021-02-01
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| Series: | Eksis: Jurnal Riset Ekonomi dan Bisnis |
| Subjects: | |
| Online Access: | https://ejournal.stiedewantara.ac.id/index.php/001/article/view/646 |