Portfolio Rebalancing with GARCH Model at Jarvis Balanced Fund

With high inflation economy, investors must find another way to minimize their risk, but also maximize return of the portfolio. Various instruments used for finding most suitable amount portfolio allocation. Single instruments, such as stocks, bonds, and time deposits is chosen by secure assets from inflation. The other chose mutual funds grow investments. One solutions allocation rebalance In perspectives, time-series model will help predict volatility that happen in future. GARCH (Generalized Autoregressive Conditional Heteroskedasticity) generalized it ARCH Model. Model, total residual has be less than 1. Either way, categorized a volatile asset. From top 5 balanced fund 2021, Jarvis Balanced Fund one best-balanced with 55.85%/year. Using (JBF) 2021 prospectus sample this research, concluded JBF reduce number stocks increase risk-free prevent Following macro economy high-inflation era.