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.
KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) had 120-Day Historical Volatility (Parkinson) of 0.0632 for 2026-01-20.
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