Did a study for prediction of 5 indexes. We use 100 days past, to estimate 30 days forward. Forecast period: 03/23/2015 to 05/01/2015.
Remembering that we should ignore weekends and holidays.
Use a model known as stochastic process. There is a 95% chance of prices stay within the defined range.
For more information, visit: investidordigital.com
Check out the chart below: