Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.3129 for 2025-05-30.
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