XLRE SARIMAX Forecast: Bear / Base / Bull Scenario Ladder

Current Spot

$42.98

Base Path by Mar 21, 2027

$43.76

Bear 68%

$39.21

Bull 68%

$47.94

68% Range Width

19.9%

Raw Forecast Scenario Matrix

Date Bear 99.7% Bear 95% Bear 68% Base Bull 68% Bull 95% Bull 99.7%
2026-09-27 $41.01 $41.70 $42.36 $43.03 $43.69 $44.33 $44.98
2026-10-04 $39.82 $40.95 $42.01 $43.07 $44.12 $45.11 $46.13
2026-10-11 $39.04 $40.51 $41.87 $43.24 $44.57 $45.83 $47.11
2026-10-18 $38.25 $40.01 $41.64 $43.26 $44.83 $46.31 $47.81
2026-10-25 $37.37 $39.41 $41.27 $43.12 $44.90 $46.57 $48.26
2026-11-01 $36.66 $38.94 $41.02 $43.07 $45.03 $46.87 $48.73
2026-11-08 $36.17 $38.67 $40.94 $43.16 $45.29 $47.28 $49.28
2026-11-15 $35.59 $38.31 $40.76 $43.15 $45.44 $47.56 $49.70
2026-11-22 $34.73 $37.67 $40.31 $42.88 $45.32 $47.59 $49.86
2026-11-29 $34.30 $37.43 $40.23 $42.95 $45.53 $47.91 $50.29
2026-12-06 $33.70 $37.03 $40.00 $42.86 $45.57 $48.07 $50.56
2026-12-13 $33.54 $37.04 $40.14 $43.12 $45.94 $48.53 $51.12
2026-12-20 $33.33 $37.00 $40.23 $43.34 $46.27 $48.96 $51.64
2026-12-27 $32.95 $36.80 $40.18 $43.42 $46.46 $49.25 $52.02
2027-01-03 $32.71 $36.72 $40.23 $43.59 $46.73 $49.62 $52.48
2027-01-10 $32.29 $36.48 $40.13 $43.61 $46.86 $49.84 $52.79
2027-01-17 $31.66 $36.05 $39.86 $43.47 $46.83 $49.91 $52.95
2027-01-24 $31.16 $35.74 $39.68 $43.42 $46.89 $50.05 $53.18
2027-01-31 $30.87 $35.60 $39.67 $43.51 $47.08 $50.32 $53.53
2027-02-07 $30.44 $35.35 $39.55 $43.50 $47.16 $50.49 $53.77
2027-02-14 $29.66 $34.79 $39.15 $43.24 $47.01 $50.43 $53.80
2027-02-21 $29.34 $34.64 $39.12 $43.30 $47.16 $50.66 $54.10
2027-02-28 $28.81 $34.30 $38.92 $43.22 $47.17 $50.75 $54.26
2027-03-07 $28.78 $34.39 $39.10 $43.47 $47.49 $51.13 $54.70
2027-03-14 $28.69 $34.43 $39.23 $43.69 $47.78 $51.48 $55.11
2027-03-21 $28.39 $34.29 $39.21 $43.76 $47.94 $51.71 $55.40

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.