Historical Volatility (Parkinson) (120-Day)
Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.
Direxion Daily CSI 300 China A Share Bull 2X Shares (CHAU) had 120-Day Historical Volatility (Parkinson) of 0.1399 for 2026-01-21.
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