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.
iPath Bloomberg Platinum Subindex Total Return ETN (PGMFF) had 120-Day Historical Volatility (Parkinson) of 0.0588 for 2018-04-12.
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