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 Staples AlphaDEX ETF (FXG) had 20-Day Historical Volatility (Parkinson) of 0.0833 for 2025-12-15.
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