Hi guys,
as the title suggests, I have to compute monthly standard deviation (volatility) from daily data.
The problem consists on the fact that the days during a month are not constant and change over time.
I attach the excel file to allow you to help me.
Price_Time_Series.xlsx
In this xls file, you can find dates in column A, price in column B and returns in column C.
I want to compute standard deviation at the end of the month for stock returns (column C), by considering all availables days.
As you can note from the file, the days change over time and they are note constant.
How can I compute standard deviation of them?
Can you help me, please?
Thanks a lot!
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