Description

This analysis provides a forecast of VET 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
2024-09-08 0.014193 0.016069 0.018117 0.020522 0.023273 0.026324 0.029972
2024-09-15 0.011049 0.013552 0.016526 0.020334 0.025098 0.030883 0.038476
2024-09-22 0.009588 0.012405 0.015949 0.020760 0.027160 0.035433 0.047026
2024-09-29 0.008354 0.011281 0.015137 0.020626 0.028303 0.038751 0.054207
2024-10-06 0.007699 0.010794 0.015039 0.021340 0.030556 0.043689 0.064090
2024-10-13 0.006732 0.009743 0.014014 0.020587 0.030573 0.045380 0.069376
2024-10-20 0.006057 0.009024 0.013366 0.020271 0.031138 0.047855 0.076041
2024-10-27 0.005384 0.008231 0.012515 0.019534 0.030938 0.049076 0.080781
2024-11-03 0.005143 0.008069 0.012599 0.020244 0.033073 0.054183 0.092469
2024-11-10 0.004893 0.007864 0.012585 0.020779 0.034953 0.059034 0.104267
2024-11-17 0.004659 0.007660 0.012547 0.021258 0.036767 0.063935 0.116707
2024-11-24 0.004313 0.007238 0.012108 0.020998 0.037245 0.066508 0.125119
2024-12-01 0.003994 0.006841 0.011689 0.020753 0.037763 0.069278 0.134406
2024-12-08 0.003713 0.006488 0.011316 0.020559 0.038360 0.072267 0.144535
2024-12-15 0.003556 0.006338 0.011287 0.020990 0.040175 0.077767 0.160462
2024-12-22 0.003332 0.006048 0.010978 0.020855 0.040861 0.081094 0.172221
2024-12-29 0.003242 0.005998 0.011106 0.021577 0.043332 0.088304 0.193373
2025-01-05 0.002974 0.005588 0.010517 0.020815 0.042663 0.088870 0.199645
2025-01-12 0.002782 0.005312 0.010164 0.020495 0.042887 0.091354 0.210650
2025-01-19 0.002560 0.004957 0.009629 0.019750 0.042116 0.091567 0.216260
2025-01-26 0.002512 0.004947 0.009780 0.020468 0.044638 0.099442 0.241677
2025-02-02 0.002447 0.004897 0.009847 0.021009 0.046814 0.106759 0.266728
2025-02-09 0.002381 0.004838 0.009887 0.021494 0.048908 0.114116 0.292934