The two answers
What each coefficient knows that the other doesn't.
The static coefficient comes from the symbol's structural profile — the Instrument Master's classification of what this asset typically is: its baseline volatility bucket, its character, its spread behavior. It's slow, stable knowledge, immune to one strange session. The VIE coefficient comes from right now: the entered ATR, band width, slope, persistence, confirmation, news and spread state, run through the tier ladder. It's fast, current knowledge, exposed to every quirk of the moment. Neither dominates in principle. The static view can be stale when a symbol's regime genuinely shifts; the live view can be noise when one session's readings mislead. Producing both, side by side, is the panel refusing to pretend the tension away.

