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.

Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GLOV) had 120-Day Historical Volatility (Parkinson) of 0.0867 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0792
Historical Volatility (Parkinson)	0.0867
Implied Volatility (Calls)	0.1275
Implied Volatility (Puts)	0.1243
Implied Volatility (Mean)	0.1259
Put-Call Implied Volatility Ratio	0.9749
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--