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.
First Trust Consumer Discretionary AlphaDEX ETF (FXD) had 20-Day Historical Volatility (Parkinson) of 0.1360 for 2026-01-20.
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