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.
Janus Henderson Small/Mid Cap Growth Alpha ETF (JSMD) had 20-Day Historical Volatility (Parkinson) of 0.1781 for 2026-06-03.
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