Matthew 14:24 WEB

²²  Immediately Jesus made the disciples get into the boat, and to go ahead of him to the other side, while he sent the multitudes away.

²³  After he had sent the multitudes away, he went up into the mountain by himself to pray. When evening had come, he was there alone.

²⁴  But the boat was now in the middle of the sea, distressed by the waves, for the wind was contrary.

²⁵  In the fourth watch of the night,{The night was equally divided into four watches, so the fourth watch is approximately 3:00 A. M. to sunrise.} Jesus came to them, walking on the sea.

²⁶  When the disciples saw him walking on the sea, they were troubled, saying, 'It's a ghost!' and they cried out for fear.