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A GARCH APPROACH TO VaR CALCULATION IN FINANCIAL MARKET Nurfadhlina Abdul Halim; Endang Soeryana; Alit Kartiwa
International Journal of Quantitative Research and Modeling Vol 1, No 1 (2020)
Publisher : Research Collaboration Community (RCC)

Value at Risk (VaR) has already becomes a standard measurement that must be carried out by financial institution for both internal interest and regulatory. VaR is defined as the value that portfolio will loss with a certain probability value and over a certain time horizon (usually one or ten days). In this paper we examine of VaR calculation when the volatility is not constant using generalized autoregressive conditional heteroscedastic (GARCH) model. We illustrate the method to real data from Indonesian financial market that is the stock of PT. Indosat Tbk.

A GARCH APPROACH TO VaR CALCULATION IN FINANCIAL MARKET Nurfadhlina Abdul Halim; Endang Soeryana; Alit Kartiwa
International Journal of Quantitative Research and Modeling Vol. 1 No. 1 (2020): International Journal of Quantitative Research and Modeling
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v1i1.5

Value at Risk (VaR) has already becomes a standard measurement that must be carried out by financial institution for both internal interest and regulatory. VaR is defined as the value that portfolio will loss with a certain probability value and over a certain time horizon (usually one or ten days). In this paper we examine of VaR calculation when the volatility is not constant using generalized autoregressive conditional heteroscedastic (GARCH) model. We illustrate the method to real data from Indonesian financial market that is the stock of PT. Indosat Tbk.

Combustion Performance Comparison of Charcoal and Coconut Shell Charcoal Briquettes for Renewable Energy Applications Suryaman; Kiki Zakaria; Nurfadhlina Abdul Halim
International Journal of Ethno-Sciences and Education Research Vol. 6 No. 1 (2026): International Journal of Ethno-Sciences and Education Research (IJEER)
Publisher : Research Collaboration Community (Rescollacom)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijeer.v6i1.1164

The increasing demand for renewable energy has encouraged the utilization of biomass-based solid fuels derived from agricultural waste. This study experimentally compares the combustion performance of coconut shell charcoal and coconut shell charcoal briquettes under controlled laboratory conditions. The evaluation focused on combustion temperature characteristics, burning rate, effective burning duration, and thermal efficiency using the Water Boiling Test (WBT) method. The results indicate that coconut shell charcoal achieved a higher peak combustion temperature of approximately 720 °C and a higher burning rate of 9.6 g/min, reflecting rapid and intense heat release. In contrast, charcoal briquettes exhibited a more stable combustion behavior with a longer effective burning duration of about 78 minutes compared to 42 minutes for charcoal, and a higher thermal efficiency of 31.4%, while charcoal reached 23.6%. These differences are mainly attributed to variations in bulk density, porosity, and combustion kinetics between the two fuel forms. Overall, coconut shell charcoal is more suitable for applications requiring rapid heat generation, whereas charcoal briquettes offer superior performance in terms of fuel efficiency, combustion stability, and sustained heat output, making them a more favorable option for renewable and efficient biomass energy applications.

The Effect of a Free Nutritious Meal Program on Elementary Students’ School Attendance Interest Mugi Lestari; Muhammad Rizky Auliar; Nurfadhlina Abdul Halim
International Journal of Ethno-Sciences and Education Research Vol. 6 No. 3 (2026): International Journal of Ethno-Sciences and Education Research (IJEER)
Publisher : Research Collaboration Community (Rescollacom)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijeer.v6i3.1304

going to school remain significant challenges, particularly at the elementary level. One of the factors influencing students’ attendance is their level of interest, which can be affected by both internal and external conditions, including nutritional intake and economic background. The problem addressed in this study is whether the free nutritious meal program influences students’ interest in attending school. Therefore, this study aims to analyze the effect of a free nutritious meal program on students’ interest in attending school at SDN Nangoh. This research employs a quantitative approach using a survey method, with a total sample of 30 students from grades V and VI. Data were collected through a Likert-scale questionnaire and analyzed using Python, including validity testing (Pearson correlation), reliability testing (Cronbach’s Alpha), normality testing (Shapiro-Wilk), correlation analysis (Pearson and Spearman), and simple linear regression. The results show that all instrument items are valid and highly reliable, with Cronbach’s Alpha values of 0.935 (X) and 0.978 (Y). The normality test indicates that the data are not normally distributed, thus Spearman correlation is used, resulting in a very strong and significant relationship (ρ = 0.991; p < 0.05). Regression analysis reveals a significant positive effect (β = 1.053; p < 0.05) with a coefficient of determination (R²) of 0.990, indicating that 99% of the variation in students’ interest is explained by the program. In conclusion, the free nutritious meal program has a very strong and significant effect on increasing students’ interest in attending school, as it fulfills nutritional needs, enhances motivation, and reduces economic barriers.

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