EN
The objective of this paper is to investigate milk price volatility in Poland from 1993-2004. The basis of analysis data used is from Central Statistical Office (GUS). Future changes in milk prices were predicted using Hurst coefficient. The economic transition process created large differences in milk prices. The collected data enabled to use ADF test which aim was to check integration level of milk price. Moreover, the milk price rank was estimated on the basis of ARMA model. The scientific analysis enabled to measure seasonality and to forecast milk prices.