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
2025-08-03 0.569313 0.643145 0.728046 0.834113 0.964844 1.123136 1.333214
2025-08-10 0.468317 0.554396 0.660893 0.805692 1.003102 1.272178 1.685228
2025-08-17 0.396120 0.483385 0.596716 0.760122 0.999944 1.358398 1.980702
2025-08-24 0.353523 0.442270 0.562277 0.744282 1.029675 1.495155 2.411381
2025-08-31 0.338347 0.434658 0.570720 0.789084 1.158987 1.831038 3.398062
2025-09-07 0.313198 0.409577 0.549847 0.784070 1.203812 2.032510 4.262205
2025-09-14 0.290047 0.384659 0.525662 0.768828 1.225663 2.195833 5.187634
2025-09-21 0.272575 0.366285 0.509120 0.763246 1.263594 2.409653 6.532268
2025-09-28 0.255129 0.346343 0.487819 0.745806 1.273406 2.561406 7.898864
2025-10-05 0.251921 0.347857 0.501117 0.792722 1.430716 3.185833 13.019944
2025-10-12 0.253793 0.357357 0.528579 0.871334 1.687210 4.325711 29.130182
2025-10-19 0.241542 0.342939 0.513064 0.861285 1.722506 4.735662 43.821146
2025-10-26 0.231054 0.331506 0.503230 0.864976 1.806201 5.482621 90.820768
2025-11-02 0.216539 0.312357 0.477752 0.831448 1.777055 5.706599 146.941996
2025-11-09 0.201317 0.291133 0.446871 0.782292 1.690750 5.582422 187.135667
2025-11-16 0.191504 0.278558 0.431104 0.765146 1.698038 6.001443 477.040395
2025-11-23 0.190162 0.280380 0.442417 0.811553 1.923134 8.164773 NaN
2025-11-30 0.183015 0.271572 0.432501 0.806194 1.974670 9.278657 NaN
2025-12-07 0.175316 0.261346 0.419010 0.790255 1.983985 10.100913 NaN
2025-12-14 0.169245 0.253687 0.410022 0.784416 2.030563 11.488531 NaN
2025-12-21 0.162391 0.244269 0.396846 0.766247 2.023935 12.323939 NaN
2025-12-28 0.162326 0.247118 0.408705 0.815108 2.316246 18.994981 NaN
2026-01-04 0.164704 0.254590 0.430886 0.897116 2.826474 39.613951 NaN