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 0.315265 0.343916 0.375083 0.411699 0.453788 0.500957 0.558248
2025-06-15 0.279775 0.316847 0.359511 0.412843 0.478590 0.558179 0.663713
2025-06-22 0.253101 0.294507 0.344177 0.409264 0.494060 0.603432 0.759899
2025-06-29 0.233208 0.277248 0.331862 0.406265 0.507850 0.646397 0.858917
2025-07-06 0.213791 0.258308 0.314929 0.394433 0.507115 0.667996 0.929896
2025-07-13 0.204479 0.251203 0.312215 0.400668 0.531203 0.727317 1.069289
2025-07-20 0.196197 0.244573 0.309227 0.405700 0.553474 0.786473 1.221270
2025-07-27 0.186695 0.235479 0.301919 0.403439 0.563884 0.827622 1.350571
2025-08-03 0.179556 0.229057 0.297719 0.405115 0.580259 0.880737 1.516323
2025-08-10 0.169063 0.217270 0.284944 0.392450 0.571510 0.887866 1.588418
2025-08-17 0.158957 0.205490 0.271446 0.377542 0.557328 0.882800 1.632167
2025-08-24 0.153516 0.200095 0.267011 0.376573 0.566868 0.923791 1.794858
2025-08-31 0.151272 0.199350 0.269684 0.387650 0.599660 1.017817 2.130119
2025-09-07 0.147164 0.195620 0.267529 0.390489 0.617709 1.085112 2.425840
2025-09-14 0.142142 0.190259 0.262495 0.387968 0.625227 1.130915 2.680942
2025-09-21 0.137523 0.185277 0.257751 0.385532 0.632556 1.177718 2.965619
2025-09-28 0.131442 0.177801 0.248638 0.374709 0.621874 1.179749 3.093647
2025-10-05 0.129239 0.176181 0.248850 0.380555 0.645979 1.272592 3.633406
2025-10-12 0.126936 0.174284 0.248473 0.385249 0.668217 1.366192 4.262277
2025-10-19 0.123477 0.170419 0.244626 0.383165 0.675442 1.420887 4.762512
2025-10-26 0.120900 0.167841 0.242790 0.384725 0.690979 1.503313 5.508622
2025-11-02 0.116082 0.161512 0.234326 0.372976 0.674769 1.487743 5.655664
2025-11-09 0.111129 0.154827 0.225023 0.359130 0.652565 1.450446 5.640347