BTC Volatility

financial · 37 views
financialstochastic

What It Is

Bitcoin realized volatility --- rolling 24h std of log-returns, exhibits long memory

Interpretation

Standard analysis sees: right-skewed; time-irreversible (sharp rises, slow decay). The atlas additionally detects Higher-Order Statistics:c3_energy.

What standard analysis sees
tail heaviness0.81
asymmetry0.86
occupancy0.48
short-range corr0.74
long-range memory0.76
spectral colour0.20
periodicity0.55
complexity0.62
time-irreversibility0.94
volatility clustering0.75
multifractality0.70
dimensionality0.52
nonstationarity0.76
What the atlas adds
Higher-Order Statistics:c3_energy+4.1z
third-cumulant burst energy (SOC irreducibility signature)
Atlas-extreme metrics the standard bank can’t predict for this source
Mostow Rigidity:distance_rigidity-3.1zbank-miss 1.5σ
H² × ℝ (Thurston):depth_height_corr-2.6zbank-miss 1.1σ

Composition

dtypefloat64
range[0.0004134, 0.02068]
unique values16384 / 16384
mean ± std0.00459 ± 0.00241

Render Gallery

Atlas Position

Nearest neighborDistance
Solar Wind IMF3.55cross-origin
Wind Speed3.71cross-origin
Wave Height (Buoy)3.73cross-origin

Open in Atlas →

Which Geometries Light Up

Hölder Regularity › Hölder Regularity:holder_meanrank 3/3061.0224
Symplectic › Symplectic:phase_reflection_symmetryrank 4/3060.9983
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