Jurnal Statistika dan Aplikasinya
Vol 1 No 1 (2017): Jurnal Statistika dan Aplikasinya

Penentuan Model Terbaik untuk Peramalan Data Saham Closing PT. CIMB Niaga Indonesia Menggunakan Metode Arch-Garch

Gatri Eka (FMIPA UNJ)
Vebriani Safitry (FMIPA UNJ)
Yesika Kristin (FMIPA UNJ)

Article Info

Publish Date
08 Sep 2017

Abstract

This study explains about forecasting model stock closing price data PT. CIMB Niaga Indonesia on June 2017. The goal of this research is to formulated forecasting model stock data of PT. CIMB Niaga Indonesia specially is that stock closing price data by using ARCH/GARCH model. The result that got is that ARCH(1) model is the suitable model to forecasting stock closing price data. Result of forecasting for daily later so that stock data specially stock closing price is being increase.

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Journal Info
Jurnal Statistika dan Aplikasinya
Website

Abbrev

statistika

Publisher

Universitas Negeri Jakarta

Subject

Agriculture, Biological Sciences & Forestry Computer Science & IT Economics, Econometrics & Finance Social Sciences Other

Description

Jurnal Statistika dan Aplikasinya JSA is dedicated to all statisticians who wants to publishing their articles about statistics and its application. The coverage of JSA includes every subject that using or related to ...