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All Journal Journal of Innovation in Teaching and Instructional Media Mathematical Journal of Modelling and Forecasting
Deswita, Siska
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Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Languange, Linguistic, Communication & Media Mathematics Other

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Application of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Model in Forecasting the Volatility of Optimal Portfolio Stock Returns of the MNC36 Index Deswita, Siska; Sari, Devni Prima
Mathematical Journal of Modelling and Forecasting Vol. 2 No. 2 (2024): December 2024
Publisher : Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/mjmf.v2i2.24

Abstract

Investment is a capital investment made by investors through the purchase of several stocks that are usually long-term with the hope that investors will benefit from increased stock prices. The most commonly used risk indicator in investing is volatility. Therefore, it is necessary to carry out modeling that can overcome the effects of heteroscedasticity to predict future volatility. Efforts are made to overcome the effects of heteroscedasticity by applying the Generalized Autoregressive Conditional Heterossexicity (GARCH) Model in Forecasting the Volatility of Optimal Portfolio Stock Returns on the MNC36 Index. This type of research is applied research that begins with reviewing the problem, analyzing relevant theories, and reviewing the problem and its application. Based on the results of data analysis using the residual normality test through the Jarque-Bera test, it was obtained that the GARCH model has a normal residual and is not heteroscedasticity so that it can be used as a forecasting model. BNGA shares obtained the most stable forecast results with almost constant volatility, indicating that this stock has the lowest risk compared to BBCA and BMRI stocks.
Pengaruh Model Problem Based Learning Terhadap Kreativitas dan Kolaborasi Siswa dalam Pembelajaran IPS di UPT SMPN 6 Tambang Deswita, Siska
Journal of Innovation in Teaching and Instructional Media Vol 6 No 2 (2026): Journal of Innovation in Teaching and Instructional Media
Publisher : Yayasan Sembilan Pemuda Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52690/jitim.v6i2.1441

Abstract

This study aims to analyse the effect of the application of the Problem Based Learning (PBL) model on students’ creativity and collaboration ability in Social Science (IPS) learning at UPT SMPN 6 Tambang. The research uses a quantitative approach with a quasi-experimental research type and Pre-test–Post-test Control Group Design. The research subjects consisted of all 35 students in grade IX, which were divided into experimental classes and control classes through saturated sampling techniques. The experimental class was treated using the PBL model, while the control class used the conventional discussion method. Data collection was carried out through pre-test and post-test tests, creativity and collaboration ability questionnaires, and student activity observation sheets. Data were analysed using descriptive and inferential statistics with t-tests after meeting the prerequisite tests of normality and homogeneity. The results showed a significant difference between the experimental class and the control class, in which the application of the PBL model was proven to be more effective in increasing students’ creativity and collaboration skills. The novelty of this research lies in the integration of simultaneous measurement of creativity and collaboration in the context of social studies learning at the junior high school level with the PBL approach. The practical implications of this study suggest that the PBL model can be applied as an innovative learning strategy to support 21st century skills development. The contribution of this research is expected to be an empirical reference for teachers and curriculum developers in designing more active, collaborative, and meaningful social studies learning.
Co-Authors Devni Prima Sari