Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-06 0.286210 0.310522 0.336804 0.367480 0.402493 0.441442 0.488374
2025-07-13 0.258891 0.291078 0.327821 0.373347 0.428929 0.495512 0.582777
2025-07-20 0.239585 0.276671 0.320797 0.378113 0.452055 0.546414 0.679779
2025-07-27 0.221978 0.261658 0.310419 0.376187 0.464977 0.584568 0.765375
2025-08-03 0.209386 0.251212 0.304072 0.377798 0.481541 0.628557 0.866007
2025-08-10 0.193935 0.235639 0.289425 0.366317 0.477941 0.642465 0.922642
2025-08-17 0.180040 0.220993 0.274683 0.353006 0.469704 0.647565 0.964875
2025-08-24 0.172174 0.213726 0.269205 0.352006 0.479105 0.680564 1.060734
2025-08-31 0.168818 0.212214 0.271361 0.361969 0.505973 0.745192 1.229238
2025-09-07 0.162922 0.206778 0.267505 0.362445 0.517557 0.785253 1.359839
2025-09-14 0.156956 0.200871 0.262523 0.360654 0.524989 0.818682 1.485260
2025-09-21 0.151454 0.195308 0.257654 0.358556 0.531497 0.851090 1.617697
2025-09-28 0.144130 0.186939 0.248390 0.349122 0.524925 0.858545 1.695783
2025-10-05 0.141186 0.184765 0.248267 0.354475 0.545260 0.923281 1.947000
2025-10-12 0.138212 0.182373 0.247627 0.358850 0.564225 0.988739 2.231706
2025-10-19 0.134012 0.177947 0.243563 0.357050 0.571185 1.029070 2.460165
2025-10-26 0.130850 0.174926 0.241515 0.358533 0.584655 1.086990 2.782045
2025-11-02 0.125267 0.168005 0.232929 0.347901 0.572670 1.081548 2.867573
2025-11-09 0.119651 0.160846 0.223675 0.335562 0.556158 1.062597 2.893313
2025-11-16 0.116755 0.157762 0.220862 0.334633 0.563260 1.105068 3.204027
2025-11-23 0.116088 0.158079 0.223557 0.343870 0.592863 1.213291 3.911039
2025-11-30 0.113732 0.155655 0.221604 0.344311 0.603336 1.271484 4.432704
2025-12-07 0.111108 0.152714 0.218650 0.342651 0.608908 1.316872 4.936998