The aim of the work is to describe the various ways of modelling used for predicting stock prices in the bank VIG (hereinafter in VIG) made using trend analysis and time series analysis in order to obtain effective predictive models.Time series of 1525 final prices of VIP shares on stock exchanges in Prague are used and the models are applied to determine point and interval predictions of the prices of these stocks during the successive 5 trading days. The results are compared using the rates of accuracy and it is selected optimum application on the selected time series.