Historical Volatility (Close-to-Close) (120-Day)
Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.
ETRACS 2x Leveraged US Value Factor TR ETN (IWDL) had 120-Day Historical Volatility (Close-to-Close) of 0.4988 for 2025-05-30.
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