Daily Stock Prices and Log Returns of Indonesian State-Owned Banks 2020–2024

This dataset contains daily stock market observations for four Indonesian state-owned banks listed on the Indonesia Stock Exchange: BBNI.JK, BBRI.JK, BMRI.JK, and BBTN.JK. The data span January 2, 2020 to December 30, 2024 and are prepared to support empirical research on return dynamics and volatility modeling, including ARCH/GARCH and EWMA-based volatility estimation. The dataset includes daily Open, High, Low, Close prices (in IDR), trading Volume, and a derived variable Log_Return computed from consecutive closing prices. The data are structured in a tidy panel format, where each row represents a ticker-day observation. The compilation is intended for replication and extension of studies examining volatility regimes during the COVID-19 period and its aftermath, particularly for systemically important banks in an emerging market context.