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Journal : Unisda Journal of Mathematics and Computer Science (UJMC)

Peramalan Harga Emas Antam Menggunakan Metode Generalized Autoregressive Conditional Heterokedasticity (GARCH) Amri, Ihsan Fathoni; Astuti, Sofi Anggi; Sulistiya, Indah; Suherdi, Andri; Haris, M.Al
UJMC (Unisda Journal of Mathematics and Computer Science) Vol 10 No 1 (2024): Unisda Journal of Mathematics and Computer Science
Publisher : Mathematics Department, Faculty of Mathematics and Sciences Unisda Lamongan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52166/ujmc.v10i1.4679

Abstract

ANTAM gold is a long-term inflation-resistant investment instrument with a low-risk profile. Socio-economic conditions greatly influence gold price fluctuations, so gold price forecasting is very important for investors to understand the dynamic of changes in gold price. This study proposes the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) methods to model the forecasting of gold price fluctuations. The data used is ANTAM’s daily gold price data for the period June 2018 – June 2023. The results show that by using the best ARIMA (0,1,1) GARCH (2,1) model, the gold price forecasting results are in the price range of Rp 947.100.
Co-Authors Abdul Ghufron Abidah, Khansa Ni'mal Adhwaningrum, Arullah Salsabila Ainurrofiah, Safira Al Haris, M Alwan Fadlurohman Amri, Saeful Angelina, Lea Ardana Setiawan, Deftha Ariska Fitriyana Ningrum Arsusma, Jesicha Arya, Abimanyu Asrirawan Astuti, Sofi Anggi Aura Hisani, Zahra Ayu Wulandari Azzahrani, Rahma Dewi Bahaudin, Muhammad Bisoumi, Yan Nazala Dannu Purwanto Daud, Khamidah Arsyad Dawi, Herculianus Rowa Dhani, Oktaviana Rahma Diani, Nandini Lova Dwi Saputri, Atika Dwi Sulistiani Ginasputri, Heppy Nur Asavia Haris, M. Al Hartanto, Raka Nurhaq Mulya Hikmah Nur Rohim, Febrian Inayah Pangestu, Eka Irawan, Alfian Chandra Kaia Raissa Akmalia Khikman, Muhammad Alvaro Kholifah , Revika Inta Nur Laila Qadrini M. Al Haris Masichah, Firochul Mostfa, Ahmed A. Muhammad Fahmuddin Muhammad Ivan Ardiansyah Multiyaningrum, Riska mutiah, siti Nakib, Arman Mohammad Nisa, Rofiah Ainun Nudyawati, Elsa Nur Arifah, Miftah Nur Mahmudah Nurohmah, Nufita Nurul Azka, M. Ilham Permata, Alia Pranandira Rilvandri, Quinsy Pratama, Rifin Fadilla Priambodo, Danu Puspitasari, Linda Rahma Dhani, Oktaviana Rakhmawati, Muji Silvi Ramadhan, Wulan Nur Rohim, Febrian Hikmah Nur Sa'adah , Lydia Nur Safira, Elfina Latifah Salsabilla, Havinka Angel Salwa Salsabila, Galuh Saputra, Farid Sam Saputri, Atika Dwi Sarah, Albertus Dion Sintya, Salsabila Dhea siti wulandari Suherdi, Andri Sulistiya, Indah Supriyanto Syaharani, Nabbila Dyah Tiani Wahyu Utami Wahid, Siti Nurasriyanti Wardani, Amelia Kusuma Watur, Annisa Cahyaningrum Widyasari, Velia Arni Wikanastri Hersoelistyorini Wulan Sari Yolan Triky Zahra Aura Hisani