Need help, calculating volatility

[Bas Hendrik]

Hi,

I'm trying to calculate volatility. I have a not so straightforward dataset and I'm looking for 'rolling' volatility. My dataset has 2 columns one with the hourID (so 60 times the number 1 underneath each other, than 60 times number 2, etc) and next to that I have a column with a price this price is the same as every same number:
column 1 column 2
1 505
1 505
1 505
etc
2 750
2 750
etc

I need the volatility (rolling) of the price from the last 24 hours (use one value of column 2 than skip 59 and than use antother etc). So I need to know the volatility of 24 numbers (of the price at each hourID) each calculation.

Thank you in advance

[Nick Cox]

Please follow https://www.statalist.org/forums/for...ing-volatility if interested.

Bas: Please find advice on

* bumping at https://www.statalist.org/forums/help#adviceextras #1 with a suggestion to improve a question, not just repost it

* why no-one answered at https://www.statalist.org/forums/help#noanswer

* how to post data at https://www.statalist.org/forums/help#stata

[Bas Hendrik]

Thank you Nick!