HIGHLIGHTS
- who: user from the Indonesia Indonesia Indonesia have published the paper: International Journal of Research in Community, in the Journal: (JOURNAL)
- what: The results of the analysis showed that the Value-at-Risk values for the five stocks were 0.01791, 0.06037, 0.02550, and 0.06030. The aim of the ARMA model is to discuss the average model in a time series. The advantages possessed in the article are the acquisition of the best GARCH model for symmetric data and the disadvantage is that the GARCH model obtained cannot be used for data . . .
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