Forecasting Gold Price Trends in Vietnam in the Fourth Quarter of 2025 Using the Arima Model

In the context of geopolitical instability taking place in the world, leading to the outbreak of global financial crisis. Financial investors tend to invest in gold as a safe "haven" channel with high profitability (DUNG, 2004) . However, gold prices fluctuate in a complex, random, nonlinear manner and are strongly affected by interest rates, inflation, geopolitics, and USD fluctuations (Kristjanpoller & Minutolo, 2015) . This makes forecasting difficult and poses risks for investors and managers. Therefore, scientific and objective tools are needed instead of emotional forecasting. The ARIMA ( Autoregressive Integrated Moving Average) model was developed by two authors (Box & Jenkins, 1976) to forecast time series to analyze the relationship between past and present data to forecast future trends. In this study, ARIMA is applied to forecast gold prices in Vietnam in the fourth quarter of 2025. Based on the data analyzed, the ARIMA(3,2,1) model is the most optimal model to forecast gold prices in Vietnam. The research results are a scientifically based reference source for investors and organizations in making decisions related to gold to minimize risks and maximize profits.

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Publication Details

Journal
Journal of Economics Finance and Management Studies
Published
2025-09-29
DOI
https://doi.org/10.47191/jefms/v8-i9-45
Primary Topic
Grey System Theory Applications
Type
article
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article

Forecasting Gold Price Trends in Vietnam in the Fourth Quarter of 2025 Using the Arima Model

Mai-Anh Vu, Tran Thi Minh Hai
Journal of Economics Finance and Management Studies
Grey System Theory Applications
article

Forecasting Gold Price Trends in Vietnam in the Fourth Quarter of 2025 Using the Arima Model

Mai-Anh Vu, Tran Thi Minh Hai
article en

Abstract

In the context of geopolitical instability taking place in the world, leading to the outbreak of global financial crisis. Financial investors tend to invest in gold as a safe "haven" channel with high profitability (DUNG, 2004) . However, gold prices fluctuate in a complex, random, nonlinear manner and are strongly affected by interest rates, inflation, geopolitics, and USD fluctuations (Kristjanpoller & Minutolo, 2015) . This makes forecasting difficult and poses risks for investors and managers. Therefore, scientific and objective tools are needed instead of emotional forecasting. The ARIMA ( Autoregressive Integrated Moving Average) model was developed by two authors (Box & Jenkins, 1976) to forecast time series to analyze the relationship between past and present data to forecast future trends. In this study, ARIMA is applied to forecast gold prices in Vietnam in the fourth quarter of 2025. Based on the data analyzed, the ARIMA(3,2,1) model is the most optimal model to forecast gold prices in Vietnam. The research results are a scientifically based reference source for investors and organizations in making decisions related to gold to minimize risks and maximize profits.

Journal of Economics Finance and Management StudiesVol. 08(09)
Openalex Percentile: Top 69%
Grey System Theory Applications
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