Historical Volatility (Parkinson) (120-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.
Virtus Terranova U.S. Quality Momentum ETF (JOET) had 120-Day Historical Volatility (Parkinson) of 0.1092 for 2026-01-20.
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