<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO"^^ . "Harga saham adalah jenis data dengan volatilitas tinggi, yang menyebabkan adanya\r\npengaruh heteroskedastitas. Untuk meramalkan data dengan voltilitas tinggi, model\r\nBox-Jenkins ataupun model ARCH dan GARCH tidak dapat digunakan karena\r\ntidak mampu mengatasi efek asimetris. Oleh karena itu, penelitian ini menggunakan\r\nmodel TGARCH pada data harga saham yang memiliki volatilitas tinggi.\r\nHasil penelitian menunjukkan bahwa model terbaik dari data harga saham Bank\r\nRakyat Indonesia (BRI) Persero adalah model TGARCH(1,0,1) dengan persamaan\r\nrata-rata Yt = 0.0002 + 0.0324et−1 + et\r\n\r\n, dan persamaan ragam σt\r\n\r\n2 = (0.0002 −\r\n\r\net\r\n2\r\n) + ∑ 0.0324(et−j\r\n2 + et−j\r\n−2\r\n)\r\n\r\nq\r\n1\r\n\r\n.\r\n\r\nKata kunci: harga saham, volatilitas, efek asimetris, model TGARCH\r\n\r\nStock prices are a type of data with high volatility, which causes heteroscedasticity\r\neffects. To forecast a data with such high volatility, using the Box-Jenkins model\r\nor the ARCH and GARCH models are not viable because they are unable to address\r\nthe asymmetric effects. Therefore, in this research, we uses the TGARCH model\r\non the stock price data with high volatility.\r\nThe research showed that the best model for the stock price data of Bank Rakyat\r\nIndonesia (BRI) Persero is the TGARCH(1,0,1) model, with the equation of mean\r\nYt = 0.0002 + 0.0324et−1 + et\r\n\r\n, and the equation of variance σt\r\n\r\n2 = (0.0002 −\r\n\r\net\r\n2\r\n) + ∑ 0.0324(et−j\r\n2 + et−j\r\n−2\r\n)\r\n\r\nq\r\n1\r\n\r\n.\r\n\r\nKey words: stock prices, volatility, asymmetric effects, TGARCH model\r\n"^^ . "2024-07-10" . . . . . "FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM"^^ . . . . . . . "Farhan SY"^^ . "Muhammad "^^ . "Farhan SY Muhammad "^^ . . . . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (File PDF)"^^ . . . "1817031060 - Muhammad Farhan SY (Abstrak Skripsi) - Farhan Suyitno.pdf"^^ . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (File PDF)"^^ . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (File PDF)"^^ . . . "1817031060 - Muhammad Farhan SY (Skripsi Tanpa Pembahasan) - Farhan Suyitno.pdf"^^ . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "preview.jpg"^^ . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "medium.jpg"^^ . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "small.jpg"^^ . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "preview.jpg"^^ . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "medium.jpg"^^ . . . "ANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE\r\nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN\r\nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #82254 \n\nANALISIS MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE \nCONDITIONAL HETEROSCEDASTIC (TGARCH) PADA PERAMALAN \nHARGA SAHAM BANK RAKYAT INDONESIA (BRI) PERSERO\n\n" . "text/html" . . . "500 ilmu pengetahuan alam dan matematika" . . . "510 Matematika" . .