Horizon Oil Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.34% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2625 | 19.68 | |
| 0.0554 | 16.98 | |
| 0.9221 | 385.80 | |
| 0.0200 | 3.82 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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