SPY SARIMAX Forecast: Bear / Base / Bull Scenario Ladder

Current Spot

$759.50

Base Path by Mar 21, 2027

$826.61

Bear 68%

$733.15

Bull 68%

$933.65

68% Range Width

24.3%

Raw Forecast Scenario Matrix

Date Bear 99.7% Bear 95% Bear 68% Base Bull 68% Bull 95% Bull 99.7%
2026-09-27 $720.16 $734.79 $749.12 $764.21 $779.64 $794.95 $811.30
2026-10-04 $702.63 $724.45 $746.07 $769.10 $792.93 $816.86 $842.71
2026-10-11 $692.83 $719.76 $746.68 $775.58 $805.75 $836.31 $869.60
2026-10-18 $680.23 $711.10 $742.15 $775.74 $811.05 $847.06 $886.58
2026-10-25 $667.60 $701.70 $736.20 $773.75 $813.45 $854.20 $899.20
2026-11-01 $660.59 $697.74 $735.54 $776.90 $820.88 $866.28 $916.69
2026-11-08 $654.84 $694.78 $735.63 $780.54 $828.55 $878.36 $933.96
2026-11-15 $646.76 $689.05 $732.49 $780.48 $832.03 $885.76 $946.03
2026-11-22 $635.42 $679.55 $725.08 $775.60 $830.09 $887.14 $951.43
2026-11-29 $629.38 $675.55 $723.39 $776.67 $834.40 $895.09 $963.78
2026-12-06 $625.25 $673.47 $723.61 $779.68 $840.68 $905.06 $978.24
2026-12-13 $624.10 $674.50 $727.10 $786.15 $850.63 $918.96 $996.93
2026-12-20 $622.31 $674.95 $730.10 $792.26 $860.42 $932.95 $1,016.06
2026-12-27 $619.84 $674.57 $732.14 $797.27 $868.97 $945.58 $1,033.74
2027-01-03 $618.90 $675.78 $735.83 $804.03 $879.39 $960.23 $1,053.61
2027-01-10 $613.27 $671.72 $733.64 $804.19 $882.45 $966.70 $1,064.40
2027-01-17 $606.26 $666.00 $729.51 $802.11 $882.93 $970.23 $1,071.84
2027-01-24 $603.37 $664.78 $730.27 $805.39 $889.30 $980.26 $1,086.50
2027-01-31 $601.01 $664.08 $731.54 $809.18 $896.20 $990.84 $1,101.78
2027-02-07 $596.06 $660.40 $729.43 $809.13 $898.72 $996.50 $1,111.48
2027-02-14 $587.74 $652.86 $722.92 $804.04 $895.51 $995.64 $1,113.77
2027-02-21 $583.98 $650.35 $721.98 $805.16 $899.24 $1,002.54 $1,124.80
2027-02-28 $581.74 $649.52 $722.87 $808.29 $905.21 $1,011.95 $1,138.68
2027-03-07 $582.08 $651.55 $726.96 $815.02 $915.24 $1,025.96 $1,157.83
2027-03-14 $581.81 $653.03 $730.56 $821.39 $925.09 $1,040.02 $1,177.38
2027-03-21 $580.78 $653.62 $733.15 $826.61 $933.65 $1,052.67 $1,195.39

SARIMAX Forecasting Methodology

The forecast engine resamples daily prices into weekly structure, stabilizes variance through Box-Cox transformation, fits a SARIMAX trend model, then converts the forecast and confidence intervals back into price space. The log-scale y-axis uses a fixed clean tick ladder so the chart reads consistently across low-priced and high-priced equities.

The 68% band is the primary operating range; the 95% and 99.7% bands are wider stress envelopes for unusually strong regime outcomes.