Historical Volatility (Parkinson) (10-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.
ETRACS Gold Shares Covered Call ETN (GLDI) had 10-Day Historical Volatility (Parkinson) of 0.0807 for 2026-01-16.
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