Historical Volatility (Parkinson) (10-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.
Xtrackers S&P 500 Value Scored & Screened ETF (XOEX) had 10-Day Historical Volatility (Parkinson) of 0.0100 for 2025-12-24.
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