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.
SGI U.S. Large Cap Core ETF (SGLC) had 120-Day Historical Volatility (Parkinson) of 0.0888 for 2026-01-20.
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