One universal equation. Seven validated domains. R² > 0.94 accuracy.
The only volatility forecasting model institutional traders need.
A 3-parameter recursion kernel that works identically across Bitcoin, crude oil, interest rates, hurricanes, geopolitical events, and epidemics.
Uses percentile-rank transformation to reveal universal volatility dynamics hidden beneath surface-level price movements.
R² = 0.947 average across seven validated domains. Outperforms legacy models by +6.30σ standard deviations.
FastAPI backend, PostgreSQL storage, WebSocket streaming. Integrates as sidecar to your existing infrastructure.
| Domain | Dataset | R² Score | vs Legacy Model |
|---|---|---|---|
| Bitcoin | Daily 2015-2025 | 0.954 | +8.71σ vs Stoch Vol Lévy |
| WTI Crude Oil | Daily 2003-2025 | 0.946 | +7.03σ vs GARCH-MIDAS |
| Fed Funds Rate | Daily 2003-2025 | 0.966 | +6.41σ vs SABR |
| Hurricanes | Annual 1950-2025 | 0.864 | +5.12σ vs Poisson-GEV |
| Geopolitical Events | Monthly 2000-2025 | 0.973 | +4.68σ vs Hawkes-Gamma |
| COVID-19 Waves | Weekly 2020-2023 | 0.971 | +5.89σ vs SIR-derived |
| LME Copper | Daily 2003-2025 | 0.954 | +6.27σ vs Heston-Nandi |