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.
State Street SPDR US Large Cap Low Volatility Index ETF (LGLV) had 120-Day Historical Volatility (Parkinson) of 0.0702 for 2026-01-20.
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