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Estimating the Volatility of Cocoa Price Return with ARCH and GARCH Models

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Figure

Gambar 1. Perkembangan harga rerata kakao harian pada Januari 2008 sampai Maret 2013 (hari  ke-250:
Gambar 2. Plot  data  return  harga  rerata  kakao  pada  Januari  2008  sampai  Maret  2013  (hari  ke-250:
Tabel 3. Hasil estimasi dan signifikansi parameter model ARCH-GARCH pada return harga rerata kakao Table 3
Gambar 4. Peramalan  nilai  return  harga  rerata  kakao  (A)  dan  nilai  volatilitasnya  (B)  dengan  metode dinamik

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