Özet:

Abstract Stocks are one of the attractive investment instruments for companies and individuals to raise their finances. However, there are volatility of stocks made risk  for the investor. Statistical tools offer a approach to predict the stocks price to minimize the risk. ARIMA(p,d,q) technical analysis will be used in this study to predict the stock price of PT. Gudang Garam Tbk. for 8 days from March 1, 2022, to March 8, 2022. This forecasting uses PT. Gudang Garam Tbk. historical stock price data from December 2021 to February 2022 was obtained from the Yahoo Finance website. Based on the test results of 24 ARIMA models, the researcher got model 2 ARIMA (4,1,3) as the best model with the equation . This model is the best because it has the second smallest AIC value, which is 874.42, and the smallest MAPE value, which is 3.14%. This study shows that the stock price is predicted to fall for the next five days from March 1 to March 5, 2022 and will rise again from March 6 to March 8, 2022.

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