DESWITA, S.; SARI, D. P. Application of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Model in Forecasting the Volatility of Optimal Portfolio Stock Returns of the MNC36 Index. Mathematical Journal of Modelling and Forecasting, [S. l.], v. 2, n. 2, p. 9–19, 2024. Disponível em: https://mjomaf.ppj.unp.ac.id/index.php/mjmf/article/view/24. Acesso em: 15 jan. 2025.