Historical Volatility (Parkinson) (90-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 Small Cap Bear 3X Shares (TZA) had 90-Day Historical Volatility (Parkinson) of 0.4800 for 2026-01-20.
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