"Purpose: This study examines the effect of dividend policy, profitability, and liquidity on stock price volatility in companies listed on the Jakarta Islamic Index (JII) during 2020–2024. The sample consists of 12 firms selected through purposive sampling, with data sourced from Stockbit and company annual reports. Variables include price volatility as the dependent variable, and …
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…