Description

This analysis provides a forecast of ETC 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
2025-09-21 13.374166 15.283046 17.330306 19.684865 22.313487 25.153113 28.448056
2025-09-28 10.055411 12.551411 15.432707 18.987011 23.234612 28.128010 34.170806
2025-10-05 8.842840 11.671639 15.091002 19.495010 24.979607 31.545021 39.954683
2025-10-12 7.860590 10.913631 14.760124 19.907907 26.555198 34.781877 45.656292
2025-10-19 6.893847 10.018797 14.104872 19.762511 27.304184 36.911948 49.961133
2025-10-26 6.085106 9.229602 13.485681 19.566187 27.910018 38.821664 54.006935
2025-11-02 5.484539 8.653100 13.079665 19.586276 28.751124 41.020252 58.467688
2025-11-09 5.016373 8.211821 12.809395 19.747221 29.756069 43.443307 63.291360
2025-11-16 4.546558 7.716273 12.409465 19.673537 30.396209 45.359926 67.464276
2025-11-23 4.110162 7.226039 11.969878 19.494246 30.847912 47.000957 71.283947
2025-11-30 3.801544 6.906246 11.756493 19.624528 31.737212 49.274508 76.058758
2025-12-07 3.614551 6.765648 11.804776 20.146435 33.220918 52.448311 82.228625
2025-12-14 3.278905 6.350148 11.393637 19.935406 33.595795 54.037345 86.195222
2025-12-21 2.852440 5.735464 10.609455 19.071732 32.902490 53.989262 87.719050
2025-12-28 2.732351 5.654194 10.704406 19.639045 34.482723 57.432522 94.600664
2026-01-04 2.592235 5.522033 10.699853 20.033827 35.795028 60.502743 101.010072
2026-01-11 2.379622 5.231877 10.395744 19.894960 36.217315 62.185402 105.316384
2026-01-18 2.178419 4.943457 10.071183 19.694906 36.517537 63.671722 109.349013
2026-01-25 2.026761 4.738356 9.881484 19.716029 37.182819 65.755694 114.383565
2026-02-01 1.906405 4.585240 9.775882 19.877573 38.088619 68.252947 120.150208
2026-02-08 1.766829 4.377759 9.550735 19.803582 38.574088 70.066393 124.855084
2026-02-15 1.627005 4.155334 9.279098 19.623218 38.855961 71.540142 129.036718
2026-02-22 1.532930 4.024301 9.177324 19.754265 39.693946 73.968983 134.861456