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
2025-08-31 0.554258 0.624734 0.705414 0.805693 0.928543 1.076253 1.270646
2025-09-07 0.469662 0.555449 0.661267 0.804595 0.999025 1.262332 1.662992
2025-09-14 0.410053 0.501308 0.619957 0.791208 1.042742 1.418847 2.071541
2025-09-21 0.369611 0.463819 0.591585 0.785976 1.091874 1.592719 2.582792
2025-09-28 0.334596 0.428224 0.559361 0.767324 1.113498 1.726096 3.091607
2025-10-05 0.323611 0.423983 0.570141 0.814159 1.250843 2.109620 4.396580
2025-10-12 0.320974 0.430870 0.597580 0.891914 1.463803 2.742360 7.089717
2025-10-19 0.299520 0.407207 0.574140 0.877949 1.496239 2.988554 8.969419
2025-10-26 0.284004 0.391077 0.560744 0.879368 1.560516 3.350749 12.144115
2025-11-02 0.264645 0.367292 0.532169 0.847956 1.544736 3.483514 14.557592
2025-11-09 0.243641 0.339470 0.494450 0.794257 1.466607 3.394405 15.383180
2025-11-16 0.232043 0.325975 0.480079 0.784561 1.491668 3.658195 20.185231
2025-11-23 0.229037 0.326881 0.491938 0.832005 1.680101 4.680226 44.236708
2025-11-30 0.218686 0.314875 0.479701 0.827549 1.732483 5.238903 78.666297
2025-12-07 0.207866 0.301343 0.463486 0.812196 1.750723 5.677701 142.903337
2025-12-14 0.199232 0.290958 0.452175 0.806156 1.795780 6.327255 384.589720
2025-12-21 0.189708 0.278456 0.435869 0.786543 1.793837 6.726762 1221.264756
2025-12-28 0.188790 0.280796 0.447954 0.835026 2.032774 9.190613 NaN
2026-01-04 0.190847 0.288491 0.471244 0.915749 2.434901 14.773802 NaN
2026-01-11 0.183359 0.278473 0.458038 0.901206 2.462861 16.571511 NaN
2026-01-18 0.177887 0.271830 0.451224 0.902669 2.561170 20.076096 NaN
2026-01-25 0.169784 0.259934 0.432687 0.870028 2.497746 20.599877 NaN
2026-02-01 0.160112 0.244772 0.406569 0.814282 2.316538 18.366058 NaN