Historical Volatility (Parkinson) (30-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.
Barclays ETN+ FI Enhanced Global High Yield ETN (FIGY) had 30-Day Historical Volatility (Parkinson) of 0.1118 for 2018-06-05.
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