The paper used ARIMA model to predict the change of stock price of Vinamilk joint-stock company. The stock price data have investigated from 2006 to 2015. Because this chain of figures was non-constant, we made most difference of the figures. Then, we got new chain of figure whose fluctuation trended around the average. Also, when looking into auto-correlation diagram and partial correlation diagram, after making the most difference, we got figure chain that had stationary because the figure fluctuated around the fixed average. Then, we continually used stata 12 software and determined ARIMA (0,1,1) model was the most suitable model to predict stock price of Vinamilk joint-stock company in the future. The results showed that the stock price of Vinamilk joint-stock company have tended to increase and stable in the next few years, with the increase level from 100 to 140. The result can be used as foundation for the investors who can feel secure for investigating for this stock.