Historical Volatility (Close-to-Close) (90-Day)
Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.
Templeton Emerging Markets Debt ETF (TEMD) had 90-Day Historical Volatility (Close-to-Close) of 0.0652 for 2026-07-06.
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