Horizon Oil Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.53% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2639 | 19.73 | |
| 0.0555 | 16.99 | |
| 0.9219 | 385.23 | |
| 0.0200 | 3.80 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Horizon Oil Ltd Analyses
Other GJR-GARCH Analyses on International Equities