Historical Volatility (Parkinson) (90-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 MSCI Intl Momentum Factor ETF (IMTM) had 90-Day Historical Volatility (Parkinson) of 0.0762 for 2026-01-20.
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