Accurate location data of ground vehicles is very important for various intelligent transportation applications. As one of the most commonly-used navigation solutions at present, the GNSS/INS integrated navigation still cannot meet the accuracy and stability command of current applications. This paper presents a National Marine Electronics Association (NMEA) protocol data-assisted high-accuracy navigation algorithm based on GNSS position error estimation using multi-task learning (MT-e&R), which can accurately estimate the GNSS position error and GNSS measurement noise covariance matrix with the assistance of protocol data and a multi-task learning model. Extensive experimental results on practical navigation data collected in various urban environments of Beijing demonstrate that our proposed approach can improve the performance of integrated navigation system. The positioning errors of integrated navigation equipped with single-frequency receiver are reduced by 36.17% and 39.58% for double-frequency receiver, which confirms the reasonable environmental adaptability of our proposed MT-e&R algorithm.