– PT Jasa Marga is a great reputation company, the leader in comparable businesses, has a steady income, and paying dividends consistently. This paper aims to find the best model to forecast stock price of PT Jasa Marga using ARIMA-GARCH. The data used is daily stock price of PT Jasa Marga from March 2020 to March 2021. Autoregressive Integrated Moving Average (ARIMA) is a method that can be used to forecast stock prices. However, an economical data tend to have heteroscedasticity problems, one of the methods used to overcome them is Generalized Autoregressive Conditional Heteroskedasticity (GARCH). Future stock price of PT Jasa Marga is forecasted with ARIMA-GARCH model.  The data is modeled with ARIMA first, if there is heteroscedasticity, combine the model with GARCH model. The result of this study indicated that ARIMA (1, 1, 1) – GARCH (2, 2) is the best model, with MAPE 1,5647