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Gold was the one of the long-term investment commodities that were considered as the safe heaven for investors. The gold price was strongly influenced by global socioeconomic that causing fluctuations in price changes. The Fluctuations of gold price would be causing the denying of homogeneous variance assumption (heteroscedasticity). The purpous of This study was to apply Generalized Autoregressive Conditional Heteroscedasticity (GARCH) to model the fluctuations of gold prices. GARCH was the development of Autoregressive Conditional Heteroscedasticity (ARCH) model which was used to model the heterogeneous variance of the mean model. The data used in this study was the daily gold price data from May 5 th , 2015 to May 27 th , 2020. The results of this study showing the best model based on the smallest AIC value of -6.8788 was ARIMA (1,1,0) GARCH (1,1) .

PERAMALAN HARGA EMAS DENGAN MODEL GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (GARCH)