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.
Dimensional World ex U.S. Core Equity 2 ETF (DFAX) had 120-Day Historical Volatility (Parkinson) of 0.0744 for 2026-01-20.
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