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.
Direxion Daily TSM Bull 2X Shares (TSMX) had 120-Day Historical Volatility (Parkinson) of 0.5545 for 2026-01-20.
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