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.
Direxion Daily LMT Bull 2X ETF (LMTL) had 120-Day Historical Volatility (Parkinson) of 0.3475 for 2026-01-07.
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