Vanguard Target Mutual Fund Forecast - Simple Exponential Smoothing
| VTTHX Fund | USD 26.04 0.12 0.46% |
The Simple Exponential Smoothing forecasted value of Vanguard Target Retirement on the next trading day is expected to be 26.04 with a mean absolute deviation of 0.11 and the sum of the absolute errors of 6.41. Vanguard Mutual Fund Forecast is based on your current time horizon.
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Vanguard Target Simple Exponential Smoothing Price Forecast For the 15th of July 2025
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Vanguard Target Retirement on the next trading day is expected to be 26.04 with a mean absolute deviation of 0.11, mean absolute percentage error of 0.02, and the sum of the absolute errors of 6.41.Please note that although there have been many attempts to predict Vanguard Mutual Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Vanguard Target's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Vanguard Target Mutual Fund Forecast Pattern
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Vanguard Target Forecasted Value
In the context of forecasting Vanguard Target's Mutual Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Vanguard Target's downside and upside margins for the forecasting period are 25.49 and 26.59, respectively. We have considered Vanguard Target's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Vanguard Target mutual fund data series using in forecasting. Note that when a statistical model is used to represent Vanguard Target mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 112.3447 |
| Bias | Arithmetic mean of the errors | -0.0428 |
| MAD | Mean absolute deviation | 0.1068 |
| MAPE | Mean absolute percentage error | 0.0043 |
| SAE | Sum of the absolute errors | 6.41 |