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.
Vanguard U.S. Quality Factor ETF Shares (VFQY) had 120-Day Historical Volatility (Parkinson) of 0.0721 for 2026-10-16.
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