ARIMA-GARCH Model Price Forecasting in PT. Unilever Indonesia Tbk
The purpose of this research is to predict the closing stock price of PT. Unilever Indonesia Tbk using the ARIMA-GARCH method. The data used in this study covers the period from February 20, 2020, to February 17, 2023, consisting of 734 daily observations. The data processing is performed using E-Vi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Ekonomi Syari'ah, STAI Muhammadiyah Tulungagung
2023-08-01
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| Series: | Eksyar: Jurnal Ekonomi Syari'ah dan Bisnis Islam |
| Subjects: | |
| Online Access: | https://ejournal.staim-tulungagung.ac.id/index.php/eksyar/article/view/459 |