Forecasting Model for State-Owned Bank Stock Prices During Pandemic: GARCH Model Application

Ahadiat, Ayi and Dharma, Fitra and Kesumah, Fajrin (2022) Forecasting Model for State-Owned Bank Stock Prices During Pandemic: GARCH Model Application. In: Proceedings of the 4th International Conference of Economics, Business, and Entrepreneurship, ICEBE 2021, 7 October 2021, Lampung, Indonesia.

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Abstract

Since Covid-19 was announced as pandemic by Indonesian authorities, it had many negative effects, more particularly on banking sector. The aim of this study is to measure the impacts of Covid-19 on Bank Negara Indonesia stock prices and to find the best-fit model to forecast its daily stock prices f

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 15:16
Last Modified: 17 Apr 2026 06:24
URI: http://eprints.eai.eu/id/eprint/38521

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