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
2026-03-15 0.149073 0.158751 0.168921 0.180438 0.193155 0.206813 0.222650
2026-03-22 0.137977 0.151217 0.165745 0.182975 0.202995 0.225696 0.253638
2026-03-29 0.132018 0.148062 0.166296 0.188776 0.216063 0.248534 0.290761
2026-04-05 0.123565 0.141007 0.161365 0.187231 0.219738 0.259978 0.314790
2026-04-12 0.117925 0.136645 0.159021 0.188235 0.226151 0.274870 0.344297
2026-04-19 0.110223 0.129162 0.152200 0.182901 0.223736 0.277752 0.357550
2026-04-26 0.102913 0.121684 0.144843 0.176223 0.218816 0.276546 0.364503
2026-05-03 0.098361 0.117388 0.141210 0.174059 0.219615 0.283007 0.382927
2026-05-10 0.096462 0.116326 0.141611 0.177178 0.227749 0.300327 0.419494
2026-05-17 0.093015 0.113056 0.138891 0.175794 0.229291 0.307974 0.441511
2026-05-24 0.089903 0.110069 0.136367 0.174472 0.230730 0.315433 0.463894
2026-05-31 0.086526 0.106575 0.132976 0.171693 0.229753 0.318950 0.479777
2026-06-07 0.083371 0.103347 0.129927 0.169411 0.229627 0.324202 0.500194
2026-06-14 0.081962 0.102421 0.130000 0.171648 0.236556 0.341494 0.545185
2026-06-21 0.081606 0.102904 0.132043 0.176883 0.248550 0.368447 0.613431
2026-06-28 0.079216 0.100457 0.129786 0.175461 0.249647 0.376546 0.644866
2026-07-05 0.077679 0.099139 0.129087 0.176364 0.254598 0.391964 0.694594
2026-07-12 0.074575 0.095493 0.124845 0.171512 0.249501 0.388355 0.701166
2026-07-19 0.071289 0.091496 0.119957 0.165434 0.241958 0.379549 0.694489
2026-07-26 0.069325 0.089337 0.117714 0.163460 0.241392 0.384013 0.720104
2026-08-02 0.068783 0.089203 0.118466 0.166302 0.249409 0.405913 0.792864
2026-08-09 0.067183 0.087478 0.116754 0.165040 0.249994 0.412980 0.829070
2026-08-16 0.065679 0.085847 0.115127 0.163836 0.250589 0.420098 0.866934