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
2025-05-18 0.364533 0.400578 0.440163 0.487143 0.541749 0.603674 0.679871
2025-05-25 0.308541 0.352140 0.402806 0.466819 0.546687 0.644657 0.776541
2025-06-01 0.279727 0.328724 0.388247 0.467368 0.572165 0.709908 0.911440
2025-06-08 0.264428 0.318725 0.387312 0.482770 0.616479 0.804445 1.103907
2025-06-15 0.248145 0.305160 0.379467 0.486866 0.644583 0.879757 1.284928
2025-06-22 0.232319 0.290361 0.367960 0.483693 0.660641 0.938527 1.452964
2025-06-29 0.218953 0.277523 0.357593 0.480393 0.675151 0.996192 1.633596
2025-07-06 0.203900 0.261132 0.340675 0.465260 0.668480 1.016462 1.747864
2025-07-13 0.197242 0.255912 0.339177 0.473160 0.699877 1.108397 2.037908
2025-07-20 0.190895 0.250601 0.336962 0.479428 0.728973 1.201356 2.366001
2025-07-27 0.182906 0.242338 0.329608 0.476475 0.741079 1.263062 2.643351
2025-08-03 0.177005 0.236761 0.325884 0.479042 0.763389 1.350147 3.030437
2025-08-10 0.167019 0.224758 0.311732 0.463226 0.750054 1.359967 3.205679
2025-08-17 0.157273 0.212653 0.296735 0.444775 0.729524 1.350064 3.317180
2025-08-24 0.152382 0.207707 0.292834 0.445494 0.747267 1.433988 3.803815
2025-08-31 0.150649 0.207488 0.296474 0.459953 0.795132 1.604606 4.765762
2025-09-07 0.146976 0.204016 0.294495 0.463816 0.820995 1.725768 5.653460
2025-09-14 0.142321 0.198751 0.289179 0.460878 0.831369 1.807078 6.446615
2025-09-21 0.137962 0.193759 0.284032 0.457809 0.841025 1.889469 7.366286
2025-09-28 0.131996 0.185931 0.273633 0.443693 0.823091 1.882781 7.720453
2025-10-05 0.129974 0.184424 0.274070 0.451067 0.857621 2.054972 9.670922
2025-10-12 0.127808 0.182573 0.273778 0.456916 0.889363 2.230586 12.165066
2025-10-19 0.124439 0.178586 0.269482 0.454162 0.898863 2.330796 14.277916