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.
Vanguard Morningstar Small-Cap Value ETF (VBR) had 20-Day Historical Volatility (Parkinson) of 0.1082 for 2026-10-19.
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