Abstract
This article focuses on the presentation of the forecasting possibilities of bootstrap methods used to predict prices based on time series. The aim of the paper was to examine the quality of the forecasts made with the methods for silver futures contracts. In order to achieve the intended goal, ex-post and ex-ante errors for the forecasts prepared by applying bootstrap methods were analysed. The forecasts were calculated using the daily closing prices of the silver futures contracts for the period from 01/07/2020 to 27/03/2022 The analysis showed that the quality of forecasts for each of the presented methods is at a satisfactory level. Moreover, the forecasts calculated using the bootstrap methods were closer to the real performance of the silver futures contracts than the forecasts obtained using the ARMA model (1,1). In addition, it was shown that the forecasts made with the tapered block bootstrap method are less affected by forecast errors than the other analysed methods.