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.
Authors
- Mai-Anh Vu (ORCID: https://orcid.org/0000-0003-4766-1159)
- Tran Thi Minh Hai
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
- Field-Weighted Citation Impact
- 0.00