68% Bear Case

$10.52

23-Week Base Target

$14.78

68% Bull Case

$21.98

SARIMAX Forecasting Methodology

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation.

  • Bear Case: The lower bound of the confidence interval, representing a pessimistic scenario.
  • Base Case: The average forecasted trajectory.
  • Bull Case: The upper bound of the confidence interval, representing an optimistic scenario.

The confidence levels used are 68%, 95%, and 99.7%. This acts as a mathematical cone illustrating the probability that the actual price will fall within the Bear and Bull bounds over the next 23 weeks.

Raw Data Matrix (USD)

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-06-14 14.54 15.46 16.41 17.49 18.67 19.93 21.38
2026-06-21 13.07 14.35 15.75 17.41 19.33 21.49 24.13
2026-06-28 12.38 13.90 15.62 17.72 20.26 23.24 27.07
2026-07-05 11.82 13.51 15.47 17.95 21.02 24.78 29.81
2026-07-12 11.10 12.86 14.95 17.64 21.07 25.39 31.38
2026-07-19 10.40 12.19 14.33 17.15 20.83 25.58 32.36
2026-07-26 9.87 11.68 13.89 16.84 20.77 25.97 33.61
2026-08-02 9.51 11.36 13.66 16.78 21.02 26.76 35.45
2026-08-09 9.26 11.17 13.57 16.89 21.49 27.87 37.85
2026-08-16 8.82 10.70 13.10 16.46 21.18 27.85 38.51
2026-08-23 8.38 10.23 12.60 15.95 20.73 27.59 38.77
2026-08-30 8.14 10.01 12.43 15.89 20.91 28.25 40.52
2026-09-06 8.01 9.94 12.47 16.15 21.59 29.76 43.91
2026-09-13 7.77 9.71 12.28 16.08 21.79 30.55 46.18
2026-09-20 7.67 9.66 12.34 16.36 22.53 32.24 50.20
2026-09-27 7.54 9.58 12.35 16.56 23.15 33.78 54.14
2026-10-04 7.28 9.29 12.05 16.28 23.00 34.01 55.63
2026-10-11 6.98 8.95 11.66 15.85 22.56 33.73 56.08
2026-10-18 6.75 8.69 11.37 15.57 22.37 33.85 57.33
2026-10-25 6.60 8.53 11.24 15.51 22.53 34.60 59.97
2026-11-01 6.50 8.45 11.21 15.61 22.96 35.85 63.85
2026-11-08 6.26 8.17 10.88 15.23 22.54 35.52 64.17
2026-11-15 6.02 7.88 10.52 14.78 21.98 34.89 63.77