Internship Report: Division Of Economist And Accountant PT. Saleh Sukses Pratama

Edition

-

ISBN/ISSN

NIM.19101109

Collation

-

Series Title

-

Call Number

REF 330 NIS i

Modeling and Forecasting Stock Return Volatility of The Jakarta Islamic Index…

Objective: This study aims to find the best modeling to forecasting the volatility of some stock that listed in Jakarta Islamic Index. Method: This research using the symmetric Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model and asymmetric model which is Exponential GARCH to capture asymmetric effect if any. This study uses daily data from 1 May 2018 until 31 M…