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All Journal Journal of Geoscience, Engineering, Environment, and Technology International Journal of Electronics and Communications Systems
Sitinjak, Mika Alvionita
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Computer Science & IT Earth & Planetary Sciences Electrical & Electronics Engineering Engineering Environmental Science Physics

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GARCH Model IBM Stock Forecasting of Price Volatility Zamzami, Balqis Dwian Fitri; Sihombing, Ericson Chandra; Kartika, Veni Zahara; Biran, Christian Arvianus Nathanael; Muthoharoh, Luluk; Sitinjak, Mika Alvionita
International Journal of Electronics and Communications Systems Vol. 4 No. 1 (2024): International Journal of Electronics and Communications System
Publisher : Universitas Islam Negeri Raden Intan Lampung, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24042/ijecs.v4i1.22866

Abstract

Risk and volatility are two related factors in research regarding capital markets. Many factors influence the movement of shares and indices. Volatility is common and affects risk assessment. Stock price volatility is an important aspect of understanding market behavior, with high volatility reflecting rapid and unstable price fluctuations. This research investigates the GARCH model in assessing volatility on the IBM Stock Exchange. The method employed was the symmetric GARCH model. It focuses on univariate analysis using the GARCH econometric model. The GARCH model allows modeling stock price variance over time based on the assumption that the variance was influenced by past stock price variance. The stages of this research were (1) data collection, (2) data pre-processing, and (3) forecasting model implementation. The best model obtained was ARMA(4,2)-GARCH(5,6) with an AIC value of 4.1017. A lower AIC value indicates that the model explains the data better or more optimally. A diagnostic test found that the model was adequate because the residual distribution followed a straight line, which means it was normally distributed.
Analysis of The Effect of Land Use Change Using Random Forest Algorithm on Surface Temperature and Its Relationship With Urban Heat Island Phenomenon Damayanti, Alpina; Prasetyo, Budhi Agung; Sitinjak, Mika Alvionita
Journal of Geoscience, Engineering, Environment, and Technology Vol. 11 No. 1 (2026): JGEET Vol 11 No 01 : March (2026)
Publisher : UIR PRESS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25299/jgeet.2026.11.1.22002

Abstract

Bandar Lampung City is one of the cities experiencing rapid population growth. Its strategic location for development and infrastructure has made it a prime target for urbanisation. This urbanisation process has increased built-up land areas and surface temperature, triggering the emergence of the urban heat island (UHI) phenomenon. This study aims to analyse land use changes and surface temperature to determine the spatial distribution of the urban heat island phenomenon in Bandar Lampung City using Landsat 8 remote sensing data. The analysis was carried out through several extraction stages, one involved examining land use changes using the random forest algorithm as an ensemble learning method to address classification problems. The classification results showed an accuracy level of 85%, with the most significant changes occurring in built-up and vegetated areas. The shift in land function from natural or vegetative conditions to built-up areas such as residential zones, commercial areas, and urban infrastructure is driven by population growth and increased economic activity. This transformation has resulted in reduced green spaces and agricultural land, increased surface temperature, decreased groundwater absorption capacity, and intensified the urban heat island phenomenon, affecting ecosystem balance and urban environmental comfort. Based on data processing results, the average surface temperature distribution in 2013 and 2023 was 22.62°C and 26.65°C, respectively, with the UHI distribution increasing by 762.95 hectares.
Co-Authors Alpina Damayanti, Alpina Biran, Christian Arvianus Nathanael Budhi Agung Prasetyo Kartika, Veni Zahara Muthoharoh, Luluk Sihombing, Ericson Chandra Zamzami, Balqis Dwian Fitri