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
2025-06-08 0.326667 0.356853 0.389758 0.428502 0.473146 0.523312 0.584422
2025-06-15 0.289830 0.328883 0.373961 0.430498 0.500465 0.585528 0.698892
2025-06-22 0.261966 0.305543 0.358004 0.427036 0.517415 0.634664 0.803591
2025-06-29 0.241137 0.287432 0.345076 0.423987 0.532361 0.681222 0.911644
2025-07-06 0.220789 0.267514 0.327201 0.411452 0.531646 0.704656 0.989351
2025-07-13 0.211041 0.260050 0.324347 0.418107 0.557505 0.768933 1.142468
2025-07-20 0.202373 0.253080 0.321192 0.423469 0.581427 0.833198 1.310386
2025-07-27 0.192435 0.243524 0.313470 0.421062 0.592618 0.878005 1.454018
2025-08-03 0.184976 0.236782 0.309035 0.422849 0.610235 0.935979 1.639154
2025-08-10 0.174022 0.224416 0.295552 0.409372 0.600822 0.943769 1.720005
2025-08-17 0.163485 0.212071 0.281321 0.393524 0.585570 0.938226 1.769149
2025-08-24 0.157991 0.206682 0.277046 0.393155 0.597042 0.985589 1.959486
2025-08-31 0.155670 0.205929 0.279911 0.405031 0.632587 1.089452 2.343448
2025-09-07 0.151396 0.202032 0.277657 0.408093 0.652177 1.164020 2.685262
2025-09-14 0.146168 0.196422 0.272355 0.405427 0.660356 1.214899 2.982430
2025-09-21 0.141360 0.191207 0.267355 0.402835 0.668306 1.266923 3.316229
2025-09-28 0.135031 0.183381 0.257744 0.391298 0.656728 1.269151 3.466976
2025-10-05 0.132740 0.181685 0.257966 0.397524 0.682837 1.372587 4.108210
2025-10-12 0.130344 0.179700 0.257568 0.402524 0.706951 1.477240 4.865327
2025-10-19 0.126749 0.175658 0.253513 0.400298 0.714785 1.538553 5.474784
2025-10-26 0.124073 0.172965 0.251579 0.401961 0.731665 1.631237 6.395428
2025-11-02 0.119070 0.166353 0.242667 0.389441 0.714048 1.613680 6.578178
2025-11-09 0.113931 0.159376 0.232880 0.374699 0.689943 1.571696 6.558779