True.
A parenthetical is a word, phrase, or clause that is inserted into a sentence as an explanation or afterthought. It can be surrounded by commas, parentheses, dashes, or quotation marks to set it apart from the rest of the sentence and make it clear that it is an addition or aside.
For example:
My friend Sarah, who lives in London, is coming to visit me. (The parenthetical "who lives in London" is surrounded by commas.)
I was watching a movie (I can't remember the name) and fell asleep. (The parenthetical "I can't remember the name" is surrounded by parentheses.)
The assignment is due tomorrow -- I hope I can finish it in time. (The parenthetical "I hope I can finish it in time" is surrounded by dashes.)
My favorite color is blue, "although sometimes I like green," she said. (The parenthetical "although sometimes I like green" is surrounded by quotation marks.)