PERBANDINGAN MODEL GLOSTEN, JAGANNATHAN AND RUNKLE – GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (GJR-GARCH) DAN EXPONENTIAL GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (EGARCH) DALAM ANALISIS RISIKO SAHAM SYARIAH - DINUL DARMA ATMAJA, NIM. 13610004 (2017)