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NITH INVESTMENTS
TECHNOLOGY • INSIGHT • CLARITY
Research & Reports
The latest insights from our thought leadership team.
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GARCH and the Memory of Volatility
Markets don't have amnesia. Turbulent periods cluster together, and so do calm ones. This phenomenon is called volatility clustering and the GARCH family of models were designed to capture it parsimoniously.
In this paper, we discuss the GARCH framework and explain why it has been the backbone of volatility forecasting for nearly 40 years.
SAPID and the Fraud Triangle
Even in the age of AI, the bedrock of fundamental analysis is still dependable financial statements, free of improprieties. These statements remain important inputs into financial modeling.
In this paper, we discuss conceptual models in fraud prevention. Understanding these models can help managers design operations that foster reliable statements that practitioners and clients depend on.
Multiple Linear Regression
A brief primer on linear regression, the statistical model underpinning our equity model. We use this model to forecast potential distributions of expected returns of individual stocks. We have found that linear regression, specifically multiple linear regression, is the most practical and transparent model for understanding stock returns.
Digital Brochure
A summary of our services geared towards institutional investors. This brochure is freely sharable.
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