SPDR S&P 500 ETF (SPY)

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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.

SPDR S&P 500 ETF (SPY) had 120-Day Historical Volatility (Parkinson) of 0.0901 for 2021-11-30.