Historical Volatility (Parkinson) (60-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.
VelocityShares 3x Inverse Natural Gas ETN (DGAZF) had 60-Day Historical Volatility (Parkinson) of 0.9445 for 2020-07-10.
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