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.
Franklin U.S. Small Cap Multifactor Index ETF (FLQS) had 120-Day Historical Volatility (Parkinson) of 0.0892 for 2026-01-20.
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