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.

Goldman Sachs ActiveBeta International Equity ETF (GSIE) had 10-Day Historical Volatility (Parkinson) of 0.0504 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1148
Historical Volatility (Parkinson)	0.0504
Implied Volatility (Calls)	0.1899
Implied Volatility (Puts)	0.1876
Implied Volatility (Mean)	0.1888
Put-Call Implied Volatility Ratio	0.9883
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--