Historical Volatility (Parkinson) (20-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.
SPDR MSCI EAFE Fossil Fuel Reserves Free ETF (EFAX) had 20-Day Historical Volatility (Parkinson) of 0.0441 for 2026-01-20.
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