Modeling of Jakarta Islamic Index Stock Volatility Return Pattern with Garch Model

Along with the large number of investors transacting on Islamic stocks, the movement of stock prices becomes more volatile. The purpose of this research is to examine the behavior of volatility patterns in shares incorporated in the Jakarta Islamic Index using the Generalized Autoregressive Conditio...

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Bibliographic Details
Main Authors: Faizul Mubarok, Muhammad Faturrahman Aria Bisma
Format: Article
Language:Indonesian
Published: IAIN Samarinda 2020-12-01
Series:Al-tijary
Subjects:
Online Access:https://journal.iain-samarinda.ac.id/index.php/altijary/article/view/2468

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