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 0.288867 0.313531 0.340211 0.371370 0.406961 0.446584 0.494368
2025-07-13 0.261268 0.293925 0.331237 0.377516 0.434084 0.501938 0.591003
2025-07-20 0.241747 0.279364 0.324172 0.382447 0.457738 0.553987 0.690316
2025-07-27 0.223936 0.264168 0.313666 0.380524 0.470941 0.592979 0.777977
2025-08-03 0.211202 0.253595 0.307241 0.382179 0.487830 0.637913 0.881090
2025-08-10 0.195571 0.237821 0.292382 0.370507 0.484152 0.652091 0.939103
2025-08-17 0.181516 0.222986 0.277426 0.356974 0.475744 0.657258 0.982336
2025-08-24 0.173565 0.215633 0.271876 0.355958 0.485313 0.690956 1.080699
2025-08-31 0.170179 0.214110 0.274069 0.366089 0.512691 0.757031 1.253930
2025-09-07 0.164220 0.208609 0.270162 0.366574 0.524491 0.798001 1.388357
2025-09-14 0.158191 0.202632 0.265113 0.364754 0.532060 0.832195 1.517594
2025-09-21 0.152674 0.197065 0.260273 0.362776 0.538967 0.865922 1.655694
2025-09-28 0.145274 0.188597 0.250884 0.353195 0.532276 0.873586 1.736514
2025-10-05 0.142302 0.186402 0.250766 0.358649 0.553040 0.940019 1.996897
2025-10-12 0.139297 0.183984 0.250122 0.363103 0.572405 1.007230 2.292617
2025-10-19 0.135052 0.179504 0.246001 0.361272 0.579505 1.048640 2.530296
2025-10-26 0.131858 0.176448 0.243926 0.362781 0.593256 1.108162 2.865919
2025-11-02 0.126215 0.169441 0.235215 0.351962 0.580996 1.102500 2.954925
2025-11-09 0.120539 0.162194 0.225830 0.339409 0.564117 1.082944 2.981441
2025-11-16 0.117614 0.159076 0.222979 0.338465 0.571362 1.126587 3.306260
2025-11-23 0.116943 0.159399 0.225715 0.347860 0.601595 1.237958 4.048176
2025-11-30 0.114563 0.156949 0.223737 0.348309 0.612289 1.297872 4.597448
2025-12-07 0.111914 0.153974 0.220743 0.346622 0.617976 1.344618 5.129866