Historical Volatility (Parkinson) (20-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 Utilities Bull 3X Shares (UTSL) had 20-Day Historical Volatility (Parkinson) of 0.4513 for 2026-01-20.
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