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j Ri ,t p
j=3
+ i,t
dimana
j Ri ,t p
j=3
p
Model GARCH(p.q)-M: Conditional Mean Equation
n
j Rt p
j=3
+ ht + i,t
dimana ht = variable volatilitas imbal hasil resa dana Mawar dengan koefisien
Conditional Variance Equation
h
2
t
i=1
i=1
+ V pi 2t 1+ V qi h 2t1