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Indira Ihnu Brilliant

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Open access Sep 2026

VOLATILITY AND VALUE AT RISK ANALYSIS OF BANK RAKYAT INDONESIA STOCK USING THE GJR-GARCH MODEL

Shares of PT Bank Rakyat Indonesia (Persero) Tbk (BBRI) are among the leading stocks in the Indonesian capital market, with price movements that tend to be volatile and exhibit heteroskedastic characteristics. This study aims to examine volatility behavior and estimate investment risk of BBRI shares using the GJR-GARCH...

M. B. Hernawan, Indira Ihnu Brilliant · 0 citations

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