Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.0504 for 2025-02-21.
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