Horizon Oil Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:51.88% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2624 | 19.71 | |
| 0.0554 | 16.98 | |
| 0.9221 | 386.30 | |
| 0.0199 | 3.80 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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