Peramalan Indeks Harga Saham Gabungan di Bursa Efek Jakarta dengan Model Arch - Garch

Abstract

ABSTRACT There are many methods of forecasting (forecasting feature) that can be used to predict the value of a variable is not free (y) such as the composite stock price index and free variables (x) as the exchange rate and interest rate model of Arch Gard is an abbreviation of Autoressive conditionals heteroscedasticity (ARCH) and Generalized Auturegressive carditonal Cedaticity Heteros (GARCH) model is not looking at heteroskedastistitas as a problem, but instead take advantage of the conditions to make the model. Keywords: ARCH-GARCH Models, forecasting composite stock price index on the Jakarta Stock Exchange