Forecasting Harga Penutupan Saham PT Bank Central Asia Tbk Dengan Metode Autoregressive Integrated Moving Average (ARIMA)

Abstract

The collapse of the stock market, which was accompanied by a significant decline in the IHSG, as well as the presence of Danantara as a state asset management institution are factors that are quite influential in the movement of stock prices in Indonesia. In line with this, this study aims to forecast the daily closing price of BBCA shares using the Autoregressive Integrated Moving Average (ARIMA) method. The data used is the daily closing price of BBCA shares from January 1 to April 30, 2025 as many as 74 observations. Research data obtained from www.yahoo.finance. Forecasting was carried out on the closing price of BBCA shares for the period May 2025 to June 2025. The results showed that the best model that meets all assumptions is ARIMA (0,1,2) with a MAPE value of 1.58% and MSE of 0.034. Based on these values, the ARIMA model is included in the highly accurate category in forecasting. Forecasting the closing price of BBCA shares shows a fairly stable trend with a slight decrease at the end of the period.