Based on the gray method of forecast, the Markov chains forecast method is presented and a grayMarkov model for forecast is proposed in this paper. The solution of the statistical model is got by the merits combination of both gray forecast and the Markov forecast, a gray system model is used to forecast the general trend of the data series’ changing status, and a time series Markov chain model is used to forecast the fluctuation of data change along the general trend. The example of highway transport enterprise shows that the model can well and truly forecast the evolvement and the changing trend of the data series status. The precision of the grayMarkov model for forecast is better than that of the gray model.