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 U.S. Momentum Factor ETF (VFMO) had 20-Day Historical Volatility (Parkinson) of 0.1190 for 2026-01-20.
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