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.
Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) had 120-Day Historical Volatility (Parkinson) of 0.0419 for 2025-12-12.
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