Jakarta Islamic Index Stock Volatility and Forecasting Using Realized GARCH Model by Muhammad Faturrahman Aria Bisma, Faizul Mubarok

“…Estimation results for daily data show that the volatility of ASII, SMGR, TLKM, UNTR, and UNVR shares is influenced by the previous day's error and return volatility. …”
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Modeling of Jakarta Islamic Index Stock Volatility Return Pattern with Garch Model by Faizul Mubarok, Muhammad Faturrahman Aria Bisma

“…Estimation results for daily data show that the volatility of ASII, SMGR, TLKM, UNTR, and UNVR shares is influenced by the error and return volatility of the previous day. …”
Get full text