rolling volatility

  1. F

    Rolling Daily Standard Deviation for Last 12 Months

    Hi! I have daily data for stock market returns in column B. And the corresponding date (dd/mm/yyyy) of each observation in column A. I want to compute the STDEV of last 12 months daily returns. And get a standard deviation value for the first day of each month, which I will assume as the...
    • FMCaeiro
    • Thread
    • daily deviation returns rolling volatility standard
    • Replies: 6
    • Forum: Excel Questions

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