Historical Volatility (Parkinson) (10-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.
Xtrackers MSCI EAFE Selection Equity ETF (EASG) had 10-Day Historical Volatility (Parkinson) of 0.0379 for 2026-01-20.
For much more extensive volatility insights, check out our new product VolVue:
- Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
- Download data in CSV, Excel, JSON, or XML format
- Up to 20 years of data history
- 52-Week Rank and Percentile for all metrics and time frames