The modeling of stock prices for telecommunications companies in Indonesia (TBIG.JK, TLKM.JK, XL.JK, ISAT.JK, TOWR.JK) is examined in this study by considering three time periods: 1 year, 5 years, and 10 years. The analysis results indicate that the distribution of stock prices for each company and time period varies, with some stocks exhibiting a distribution close to normal while others show high kurtosis. These findings suggest that the assumption of normal distribution may not be appropriate for all cases, making it essential to select a stock price prediction model that takes into account the specific distribution characteristics for each company and time period
                        
                        
                        
                        
                            
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