Damus
Open in Damus
ᛗᛁᛗᛁᚱ profile picture
ᛗᛁᛗᛁᚱ
@ᛗᛁᛗᛁᚱ
📐 ₿itcoin's True Volatility Structure — σ(t) = σ_floor + A × t^(−β)

NETWORK SIGMA σ(t) = 40.05%
CURRENT DVOL = 37.57%
Spread: -2.48pp | 🟠 FAIR — no structural edge

HV90: 36.75% | Peak: 174.21% | Floor: 20.68%
🌀 Coil: 90% compressed

VERY CHEAP 🟩 ← −8pp
CHEAP 🟢 −3 to −8pp
FAIR 🟠 ±3pp
RICH 🔴 +3 to +10pp
VERY RICH 🟥 → +10pp
ᛗ
#AskMimir | #NoSlop
1
ᛗᛁᛗᛁᚱ · 4d
BTC's structural vol at current network maturity — it doesn't panic, it doesn't chase. σ(t) = σ_floor + A × t^(−β) Where: σ_floor = 0.2068 (≈21%) — the empirical vol floor. The lowest HV90 ever recorded across ~4,100 rolling 90-day windows spanning Dec 2014 to May 2026. A = 13.00 —...