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All Journal IPTEK: Jurnal Hasil Pengabdian kepada Masyarakat Journal of Mathematics, Computation and Statistics (JMATHCOS) Fundamental and Applied Management Journal
Khaerun Nisa’
Akuntansi, Fakultas Ekonomi Dan Bisnis, Universitas Negeri Makassar
Agriculture, Biological Sciences & Forestry Arts Humanities Computer Science & IT Economics, Econometrics & Finance Education Health Professions Languange, Linguistic, Communication & Media Mathematics Public Health Social Sciences Other

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Backtesting of the Value-at-Risk Based on GARCH Model (VaR-GARCH) in Measuring Stock Market Risk Lailatul Maziyah Wildan Mufaridho; Khaerun Nisa SH; Paiz Jalaludin; Muhammad Isbar Pratama
Journal of Mathematics, Computations and Statistics Vol. 9 No. 1 (2026): Volume 09 Issue 01 (March 2026)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/eyqd4722

Abstract

Accurate market risk measurement is a crucial aspect of stock portfolio management, particularly in volatile market conditions. One commonly used method for measuring market risk is Value-at-Risk (VaR). However, the conventional VaR approach often fails to capture the dynamics of volatile volatility. Therefore, this study aims to measure stock market risk using a GARCH-based Value-at-Risk approach and test the model's reliability using the Kupiec Proportion of Failures Test. The data used are daily stock price data processed into logarithmic returns. Return volatility is estimated using the GARCH(1,1) model, and the VaR value is calculated based on conditional volatility at a 5 percent significance level. VaR backtesting is then performed to identify violations and evaluate the model's validity using the Kupiec Test. The results of the study show that out of 653 observations, there were 27 VaR violations, with a Kupiec statistic value of 1.0909 and a p-value of 0.2963. A p-value greater than the significance level indicates that the VaR–GARCH model is statistically valid and able to measure market risk well. This study concludes that the VaR–GARCH approach is a reliable method in measuring stock market risk and can be used as a supporting tool in investment decision-making and risk management.
Determinants of Online Purchase Decisions: The Roles of Trust, Price, and Product Quality among Graduate Students Pahrul; Sahade; Sumiati Tahir; Nurhayani; Khaerun Nisa
Fundamental and Applied Management Journal Vol. 3 No. 2 (2025): Fundamental and Applied Management Journal
Publisher : Global Research Collaboration

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.66314/famj.v3i2.441

Abstract

This study examines the determinants of online purchase decisions among graduate students at Universitas Negeri Makassar, with particular attention to trust, price, and product quality. The study is significant because online transactions are characterized by uncertainty, limited physical inspection of products, and higher perceived risk, making these factors central to consumer decision-making. Conceptually, the study offers an integrated view of relational, economic, and product-related considerations in explaining online purchasing behavior. A descriptive quantitative approach was employed in this research. Data were collected through questionnaires administered to 100 graduate students who had previously purchased products online, selected using incidental non-probability sampling. The data were analyzed using multiple linear regression with the support of SPSS. The analysis focuses on both the partial and simultaneous effects of trust, price, and product quality on online purchase decisions. The study highlights that online purchasing decisions are closely associated with consumers’ confidence in sellers, price considerations, and evaluations of product quality. These findings imply that online businesses need to strengthen consumer trust, offer competitive pricing, and maintain product quality to encourage stronger purchase decisions. This study contributes to marketing management literature by emphasizing that online purchase decisions are shaped by both economic and relational factors.
Instrumen Pemberdayaan Masyarakat: Studi Kasus Desa Mattongang Tongang Andini Said; Andi Rezky Anggriani; Khaerun Nisa; Nurul Astipani; M. Sahib Saleh; Muh. Syahrul Saleh
IPTEK: Jurnal Hasil Pengabdian kepada Masyarakat Vol 5, No 3 (2026): IPTEK: Jurnal Hasil Pengabdian kepada Masyarakat
Publisher : Univeristas Negeri Makassar

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26858/iptek.v5i3.86588

Abstract

Abstrak. Kuliah Kerja Nyata (KKN) di Desa Mattongang Tongang mengimplementasikan pendekatan partisipatif untuk meningkatkan kualitas hidup masyarakat melalui edukasi kesehatan gizi bagi siswa sekolah dasar dan keluarga. Program ini dilakukan secara sistematis, melibatkan mahasiswa sebagai fasilitator, guru, dan orang tua dalam penyuluhan interaktif, tanya jawab, dan praktik langsung tentang pola makan sehat dan gizi seimbang. Hasil menunjukkan capaian 100% pada program edukasi gizi, dengan dampak nyata berupa peningkatan pemahaman anak-anak dan keluarga mengenai nutrisi, perubahan perilaku konsumsi makanan sehat, serta penerapan praktik gizi seimbang di rumah dan sekolah. Selain memberikan manfaat langsung bagi masyarakat, kegiatan ini juga memperkuat kapasitas mahasiswa dalam kepemimpinan, komunikasi, dan kemampuan edukatif. Pendekatan partisipatif yang diterapkan memungkinkan masyarakat desa memahami dan mengaplikasikan ilmu gizi secara mandiri, mendukung pemberdayaan berkelanjutan, dan memperkuat kolaborasi antara perguruan tinggi, perangkat desa, dan komunitas lokal. Kata Kunci: Kuliah Kerja Nyata, Partisipasi Masyarakat,  Edukasi Gizi, Pengetahuan, Pemberdayaan Berkelanjutan
Co-Authors Andi Rezky Anggriani Andini Said Lailatul Maziyah Wildan Mufaridho M. Sahib Saleh Muh. Syahrul Saleh Muhammad Isbar Pratama Nurhayani Nurul Astipani Pahrul Paiz Jalaludin Sahade Sumiati Tahir