<![CDATA[Predicting stock prices in volatile markets remains a major challenge in financial analysis because irregular fluctuations often undermine the reliability of conventional models. Traditional methods such as ARIMA struggle to capture nonlinear dynamics and the complex dependencies that characterize financial time series. To address this gap, this study proposes a hybrid forecasting model that integrates Fuzzy Time Series (FTS) with Long Short-Term Memory (LSTM). The FTS component helps manage uncertainty and simplifies volatility patterns, while the LSTM network captures sequential dependencies across time. Together, these elements provide a more adaptive representation of stock price behavior under different volatility levels. The model was applied to datasets representing both high and low volatility in the Indonesian stock market. Performance was assessed using Mean Absolute Error (MAE) and Mean Absolute Percentage Error (MAPE). Results show that the hybrid model achieved high accuracy in low-volatility data with an MAE of 284.36 and a MAPE of 0.039%. In high-volatility conditions it also maintained robust performance with an MAE of 885.85 and a MAPE of 0.53%. These outcomes indicate that combining fuzzy logic with deep learning offers a promising approach for stock prediction under volatility variation. The integration not only enhances the reliability of forecasting but also provides a basis for future exploration of risk-aware applications in financial analysis.]]>
