S&P 500 (SPY)

Data obtained from the National Association of Securities Dealers Automated Quotations (NASDAQ)https://www.nasdaq.com/market-activity/etf/spy/historical?page=1&rows_per_page=10&timeline=y10
Most Recent Observation (01/28/2026): 695.42

Model: ARIMA(0,1,0) w/ drift

Coefficients:

Constant
- - Estimate: 4.1808
  - Standard Error: 1.5026

Residual Variance: 273.2

Model Fit Metrics:

BIC: 1022.35
AICc: 1016.88

Forecast Values (Closing Price, First of the Month):

2026
- - Feb: 700
  - Mar: 704
  - Apr: 708
  - May: 712
  - Jun: 716
  - Jul: 721
  - Aug: 725
  - Sep: 729
  - Oct: 733
  - Nov: 737
  - Dec: 741
2027
- - Jan: 746
  - Feb: 750
  - Mar: 754
  - Apr: 758
  - May: 762
  - Jun: 766
  - Jul: 771
  - Aug: 775
  - Sep: 779
  - Oct: 783
  - Nov: 787
  - Dec: 792

Model: ETS(M,A,N)

Coefficients:

Alpha (level): 0.7852064
Beta (trend): 0.0001000218
Level (l₀): 191.4999
Trend (b₀): 3.564474

Residual Variance: 0.0018

Model Fit Metrics:

BIC: 1259.399
AICc: 1245.942

Forecast Values (Closing Price, First of the Month):

2026
- - Feb: 697
  - Mar: 701
  - Apr: 704
  - May: 708
  - Jun: 711
  - Jul: 715
  - Aug: 719
  - Sep: 722
  - Oct: 726
  - Nov: 729
  - Dec: 733
2027
- - Jan: 736
  - Feb: 740
  - Mar: 744
  - Apr: 747
  - May: 751
  - Jun: 754
  - Jul: 758
  - Aug: 761
  - Sep: 765
  - Oct: 769
  - Nov: 772
  - Dec: 776

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