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COVID-19 is still a major pandemic threatening all the world. In Palestine, there were 26,764 COVID-19 cumulative confirmed cases as of 27th August 2020. In this paper, two statistical approaches, autoregressive integrated moving average (ARIMA) and k-th moving averages - ARIMA models are used for modeling the COVID-19 cumulative confirmed cases in Palestine. The data was taken from World Health Organization (WHO) website for one hundred seventy-six (176) days, from March 5, 2020 through August 27, 2020. We identified the best models for the above mentioned approaches that are ARIMA (1,2,4) and 5-th Exponential Weighted Moving Average – ARIMA (2,2,3). Consequently, we recommended to use the 5-th Exponential Weighted Moving Average – ARIMA (2,2,3) model in order to forecast new values of the daily cumulative confirmed cases in Palestine. The forecast values are alarming, and giving the Palestinian government a good picture about the next number of COVID-19 cumulative confirmed cases to review her activities and interventions and to provide some robust structures and measures to avoid these challenges.