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All Journal Science and Technology Indonesia Desimal: Jurnal Matematika Zero : Jurnal Sains, Matematika, dan Terapan Al-Khwarizmi: Jurnal Pendidikan Matematika dan Ilmu Pengetahuan Alam Indonesian Journal of Education and Mathematical Science Community Development Journal: Jurnal Pengabdian Masyarakat Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika ALACRITY : Journal Of Education Journal Of Human And Education (JAHE) BATIK: Jurnal Pengembangan dan Pengabdian Masyarakat Multikultural INTAN CENDEKIA: JURNAL PENGABDIAN MASYARAKAT Journal of Mathematics, Computation and Statistics (JMATHCOS)
Sarmada, Sarmada
Universitas Jambi
Religion Agriculture, Biological Sciences & Forestry Humanities Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Health Professions Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Library & Information Science Materials Science & Nanotechnology Mathematics Physics Public Health Social Sciences Other

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Journal : Journal of Mathematics, Computation and Statistics (JMATHCOS)

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Forecasting PT Pertamina Geothermal Energy TBK (PGEO) Share Prices using the Arch-Garch Model Ramadhan, Ramadhan; Yurinanda, Sherli; Sarmada, Sarmada
Journal of Mathematics, Computations and Statistics Vol. 8 No. 2 (2025): Volume 08 Nomor 02 (Oktober 2025)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/jmathcos.v8i2.9493

Abstract

This study focuses on forecasting the daily closing price of PT Pertamina Geothermal Energy Tbk (PGEO) stocks, recognizing the non-stationary and volatile nature of financial time series data. Traditional forecasting methods, such as the ARIMA (Autoregressive Integrated Moving Average) model, are often insufficient for such data because they rely on the assumption of homoscedasticity, or constant variance in the residuals. An analysis of PGEO's daily stock prices from November 2023 to July 2024 revealed significant fluctuations, indicating the presence of heteroscedasticity, where the variance of the residuals is not constant. In tackling this problem, the study utilized the ARCH (Autoregressive Conditional Heteroskedasticity) and GARCH (Generalized Autoregressive Conditional Heteroskedasticity) frameworks, purpose-built to identify and model the phenomenon of volatility clustering within financial datasets. By integrating the ARIMA model with GARCH, the study aimed to create a more robust forecasting tool. After testing various combinations, the MA(1)–GARCH(1,1) model was identified as the most suitable for predicting PGEO's stock prices. This model successfully captured the fluctuating volatility and produced a highly accurate forecast, as evidenced by a Mean Absolute Percentage Error (MAPE) of just 2.97%. A MAPE value below 10% is generally considered to represent a very high level of forecasting accuracy, confirming the effectiveness of the chosen model in providing reliable short-term predictions for stock market movements. Keywords: ARCH-GARCH, Stock price forecasting, ARIMA
Analyzing the Factors Influencing Generation z Students’ Entrepreneurial Interest at Universitas Jambi Using SEM-PLS Sarmada Sarmada; Gusmanely. Z; Yuliana Safitri; Cut Multahadah; Nabilah Shahadah
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/a6d88a16

Abstract

Unemployment is one of the most serious issues facing Indonesia and must be addressed promptly, as it has a direct impact on public welfare and economic growth. This challenge is also evident in Jambi Province, which continues to face difficulties in providing sufficient employment opportunities for its residents. A key solution to reducing unemployment is to encourage entrepreneurship among Generation Z—who are creative, innovative, and capable of leveraging digital technology to create new business opportunities. This study aims to analyze the factors influencing entrepreneurial interest among students at the University of Jambi using the Structural Equation Modeling–Partial Least Squares (SEM-PLS) approach. The research employed a quantitative survey method, with data collected through a Likert-scale questionnaire. The exogenous variables examined include social and family environment, innovation and creativity, and technology. The Entrepreneurial interest serving as the endogenous variable. The results of the analysis indicate that all exogenous variables have a significant effect on entrepreneurial interest, with an R² value of 0.59. It is means that 59% of the variation in entrepreneurial interest can be explained by the model. Innovation and creativity were found to have the most dominant influence, with a parameter value of 0.352. These findings highlight the importance of strengthening innovation and creativity in fostering students’ entrepreneurial interest.
Co-Authors Affan, Affan Afrianda, Vionica Alim, Khairul CUT MULTAHADAH Devianto, Dodi Fajrin, Dirani Amaris Gusmanely. Z Gusri, Lailal kholijah, gusmi M. Yogi Riyantama Isjoni Mardhotillah, Bunga Multahadah, Cut Multhadah, Cut Nabilah Shahadah Randi Irawan rarasati, niken Safitri, Yuliana Sherly, Issaura Sormin, Corry Syamsyida Rozi Tasya, Anisya Yanova, Shally Yanuar, Ferra Yuliana Safitri Yurinanda, Sherli Yurinanda, Sherly Yusnidar Yusnidar Z, Gusmanely Zurweni Zurweni