ANALYSIS OF STOCK PRICE INDEX VOLATILITY IN INDONESIA USING MACROECONOMIC VARIABLES AND GLOBAL ECONOMIC UNCERTAINTY INDEX

Stock price changes within a certain period can be observed in the volatility of stock index. Changes prices influenced by country's macroeconomic conditions and global economic conditions. Macroeconomic factors include interest rates, inflation, exchange growth, while uncertainty is using Global Economic Policy Uncertainty (GEPU) This study examines effect variables GEPU index on Indonesia Exchange (IDX). A descriptive analysis method was used time series data between Q1 2016 Q4 2021. The results indicate that rate has negative significant In contrast, value each have positive volatility. However, inflation growth relationship do not significantly affect