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.

iShares Intermediate Government/Credit Bond ETF (GVI) had 20-Day Historical Volatility (Parkinson) of 0.0177 for 2026-03-09.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

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Figures for 2026-03-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0226
Historical Volatility (Parkinson)	0.0177
Implied Volatility (Calls)	0.1559
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--