Faisol, Ahmad; Nidar, Sulaeman Rahman; Herwany, Aldrin - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-14
companies in Indonesia as an empirical test object. The analytical tool used is univariate time series analysis using the ARX-GARCH … model to determine validity of the model and forecast for the next 7 days. The findings showed a significant relationship …