Monthly Stock Return Volatility
I have a time series data contains two columns. (example as below) It records
stocks' daily return for 6 year period. What I am interested is to find out
the monthly return volatility presented by standard deviation. Therefore, my
first monthly return volatility will be =stdev(B2:b21). I can do this
manually each month for 6 year (6*12=72 times) and repeat for another stock.
Can anyone help me to simplify the process?
Date Return
1/4/1999 0.010539721
1/5/1999 0.016203103
1/6/1999 0.021746115
1/7/1999 -0.000462872
1/8/1999 0.009811546
1/11/1999 -0.003875422
1/12/1999 -0.020677227
1/13/1999 -0.0102644
1/14/1999 -0.005702611
1/15/1999 0.025050688
1/18/1999 0.009379503
1/19/1999 -0.00936856
1/20/1999 -0.006888695
1/21/1999 -0.011408838
1/22/1999 -0.006306738
1/25/1999 0.003726166
1/26/1999 0.006794611
1/27/1999 -0.00176185
1/28/1999 0.002516646
1/29/1999 0.009164049
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