Historical Volatility (Close-to-Close) (20-Day)
Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.
KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) had 20-Day Historical Volatility (Close-to-Close) of 0.0903 for 2025-08-29.
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