Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.0550 for 2018-04-12.
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