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
2025-04-27 0.322728 0.352592 0.385087 0.423268 0.467153 0.516320 0.576005
2025-05-04 0.288022 0.326786 0.371391 0.427116 0.495738 0.578663 0.688338
2025-05-11 0.264567 0.308974 0.362342 0.432385 0.523741 0.641635 0.810227
2025-05-18 0.239023 0.285112 0.342316 0.420263 0.526610 0.671354 0.892469
2025-05-25 0.217164 0.263392 0.322257 0.404949 0.522068 0.688887 0.959065
2025-06-01 0.205111 0.252936 0.315423 0.405978 0.539342 0.738794 1.083502
2025-06-08 0.199026 0.249587 0.317408 0.418928 0.574781 0.820644 1.278170
2025-06-15 0.190765 0.242512 0.313436 0.422501 0.595964 0.882694 1.453443
2025-06-22 0.181749 0.233669 0.306117 0.420095 0.606967 0.928839 1.610203
2025-06-29 0.173699 0.225604 0.299217 0.417479 0.616963 0.974337 1.778303
2025-07-06 0.163841 0.214350 0.286825 0.405037 0.608642 0.984291 1.869959
2025-07-13 0.159408 0.210666 0.285422 0.409997 0.631069 1.056852 2.134372
2025-07-20 0.154002 0.205425 0.281565 0.411024 0.647405 1.122183 2.413298
2025-07-27 0.148722 0.200066 0.277146 0.410658 0.661038 1.184566 2.714113
2025-08-03 0.144540 0.196120 0.274655 0.413323 0.680762 1.264623 3.113065
2025-08-10 0.137441 0.187369 0.263982 0.400705 0.668578 1.268011 3.258290
2025-08-17 0.130358 0.178352 0.252435 0.385728 0.650078 1.253170 3.333451
2025-08-24 0.126900 0.174810 0.249604 0.386304 0.663886 1.321725 3.773795
2025-08-31 0.125848 0.174954 0.252792 0.398128 0.703030 1.465662 4.657732
2025-09-07 0.123242 0.172499 0.251470 0.401317 0.723644 1.564804 5.443051
2025-09-14 0.119821 0.168588 0.247462 0.399009 0.731463 1.629107 6.119288
2025-09-21 0.116577 0.164832 0.243526 0.396539 0.738612 1.693549 6.886456
2025-09-28 0.111993 0.158733 0.235266 0.384959 0.722772 1.681832 7.130033