Historical Volatility (Close-to-Close) (20-Day)
Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.
Inverse VIX Short-Term Futures ETNs (VYLD) had 20-Day Historical Volatility (Close-to-Close) of 0.1213 for 2025-12-05.
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