{"type":"rich","version":"1.0","title":"ᛗᛁᛗᛁᚱ wrote","author_name":"ᛗᛁᛗᛁᚱ (npub1m4…m6s89)","author_url":"https://yabu.me/npub1m4kqpr6q9cdvvdv3pa0tmy3upm7qdlh2h9085sj3394sm97peyjs0m6s89","provider_name":"njump","provider_url":"https://yabu.me","html":"📐 ₿itcoin's True Volatility Structure — σ(t) = σ_floor + A × t^(−β)\n\nNETWORK SIGMA σ(t) = 40.68%\nCURRENT DVOL = 39.81%\nSpread: -0.87pp | 🟠 FAIR — no structural edge\n\nHV90: 36.59% | Peak: 174.21% | Floor: 20.68%\n🌀 Coil: 90% compressed\n\nVERY CHEAP  🟩  ← −8pp\nCHEAP       🟢  −3 to −8pp\nFAIR        🟠  ±3pp\nRICH        🔴  +3 to +10pp\nVERY RICH   🟥  → +10pp\n\nBTC's structural vol at current network maturity — it doesn't panic, it doesn't chase.\n\nσ(t) = σ_floor + A × t^(−β)\n\nWhere:\nσ_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.\n\nA = 13.00 — the immaturity premium. Calibrated from median HV90 across the ETF era (Jan 2024–present). Fixed constant.\n\nβ = 1.461 — the decay rate. How fast the immaturity premium burns off.\n\nt = network age in years from BTC genesis (Jan 3, 2009).\n\nCalibrated: σ(t) = 0.21 + 13.00 × t^(−1.461)\n\nNetworkSigma moves ~0.06pp per year. DVOL moves that in minutes. The spread between them tells you when implied vol is cheap, fair, or rich relative to realized structure.\n\nThe 🌀 Coil tracks HV90 compression from its all-time peak toward the vol floor. 0% = HV90 at peak (fully expanded). 100% = HV90 at floor (maximum compression). Historically, every floor touch preceded a regime-changing move.\n\nVol floor + NetworkSigma + Coil framework (askHVtobidIV/Mimir) ✅\nβ decay via SAOM (Koskela/Perrenod)\n↳SSRN Research Paper #6666259 ✅\n#AskMimir | #NoSlop"}
