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...

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Bibliographic Details

Published in:	Eksis: Jurnal Riset Ekonomi dan Bisnis
Main Authors:	Faizul Mubarok, Eni Sutrieni
Format:	Article
Language:	Indonesian
Published:	STIE PGRI Dewantara Jombang 2021-02-01
Subjects:	volatility stock returns garch forecast infrastructure
Online Access:	https://ejournal.stiedewantara.ac.id/index.php/001/article/view/646