ETH price simulation

2023年5月11日

I use 2 different processes for simulation ,all parameters are based on historical price and here is the result :

Ito processs
path 1 ,mean price 295.
path 2 ,mean price 584.
path 3 ,mean price 743.
path 4 ,mean price 496.
path 5 ,mean price 2831.
path 6 ,mean price 237.
path 7 ,mean price 4475.
path 8 ,mean price 750.
path 9 ,mean price 1039.
path 10 ,mean price 191.
mean price in 5 years: 1164.
median price in 5 years: 334.
max price in 5 years: 11609.
min price in 5 years : 1.

Wiener processs
path 1 ,mean price 128833.
path 2 ,mean price 7035.
path 3 ,mean price 64165.
path 4 ,mean price 4012.
path 5 ,mean price 1784.
path 6 ,mean price 3884.
path 7 ,mean price 362.
path 8 ,mean price 3138.
path 9 ,mean price 1368.
path 10 ,mean price 7267.
mean price in 5 years: 22185.
median price in 5 years: 2714.
max price in 5 years: 565458.
min price in 5 years: 69.