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.
Direxion Auspice Broad Commodity Strategy ETF (COM) had 120-Day Historical Volatility (Parkinson) of 0.0464 for 2025-02-21.
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