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.
iPath Bloomberg Energy Subindex Total Return ETN (JJETF) had 20-Day Historical Volatility (Parkinson) of 0.0700 for 2018-04-12.
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