Historical Volatility (Parkinson) (20-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.
Consumer Discretionary Select Sector SPDR ETF (XLY) had 20-Day Historical Volatility (Parkinson) of 0.1479 for 2025-02-21.
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