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.
Direxion Daily NYSE FANG+ Bull 2X ETF (FNGG) had 20-Day Historical Volatility (Parkinson) of 0.1841 for 2026-09-03.
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