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Jurnal Ilmiah Manajemen
The aim of this research is to analyse the factors which influence the price volatility of tin commodity. Monthly basis data were collected from 1990 to 2015. We employed ARCH-GARCH models and verified by interview with tin expert. The results showed that model EGARCH (1,1,1) is the best model to explain the price volatility of tin commodity. Changing factors from crude oil price, copper price, lead price and T-Bill 3M were significantly affecting volatility in tin price. Experts believe thefatcat:qpi7ndtt5nblnl3rzkkj5qdw6a