---
date: 2026-02-10 17:56:12
tags: CRSP
category: 
---

# Chart: CRSP Rolling Volatility
30-period rolling volatility calculated from CRSP returns.

## Chart
```{raw} html
<iframe src="../_static/crsp_analysis_pipeline/crsp_rolling_volatility.html" height="500px" width="100%"></iframe>

<p style="text-align: center;">Sources: CRSP</p>
```
[Full Screen Chart](../download_chart/crsp_analysis_pipeline/crsp_rolling_volatility.html)





This chart shows the rolling 30-period standard deviation of CRSP returns.
It provides a simple measure of time-varying market volatility for exploratory analysis.



## Chart Specs

| Chart Name             | CRSP Rolling Volatility                                             |
|------------------------|------------------------------------------------------------|
| Chart ID               | crsp_rolling_volatility                                               |
| Topic Tags             |                                 |
| Data Series Start Date |                                  |
| Data Frequency         |                                          |
| Observation Period     |                                      |
| Lag in Data Release    |                                     |
| Data Release Timing    |                                     |
| Seasonal Adjustment    |                                     |
| Units                  |                                                   |
| HTML Chart             | [HTML](../download_chart/crsp_analysis_pipeline/crsp_rolling_volatility.html)    |


## Dataframe Manifest

| Dataframe Name                 |                                                    |
|--------------------------------|--------------------------------------------------------------------------------------|
| Dataframe ID                   | [crsp_returns](../dataframes/crsp_analysis_pipeline/crsp_returns.md)                                       |
| Data Sources                   | CRSP                                        |
| Data Providers                 | WRDS                                      |
| Links to Providers             |                              |
| Topic Tags                     |                                           |
| Type of Data Access            |                                   |
| How is data pulled?            | Downloaded via WRDS and stored locally as Excel                                                    |
| Data available up to (min)     |                                                              |
| Data available up to (max)     |                                                              |
| Dataframe Path                 | /Users/suniltrivedi/Documents/UChicago/25_26/Academic/Winter/Full_Stack/Final_Project/p07_he_kelly_manela_2017/_data/pulled/crsp_return.xlsx                                                   |


**Linked Charts:**


- [crsp_analysis_pipeline:crsp_returns_timeseries](../../charts/crsp_analysis_pipeline.crsp_returns_timeseries.md)

- [crsp_analysis_pipeline:crsp_returns_histogram](../../charts/crsp_analysis_pipeline.crsp_returns_histogram.md)

- [crsp_analysis_pipeline:crsp_rolling_volatility](../../charts/crsp_analysis_pipeline.crsp_rolling_volatility.md)



## Pipeline Manifest

| Pipeline Name                   |                        |
|---------------------------------|--------------------------------------------------------|
| Pipeline ID                     | [crsp_analysis_pipeline](../index.md)              |
| Lead Pipeline Developer         |              |
| Contributors                    |            |
| Git Repo URL                    |                         |
| Pipeline Web Page               | <a href="file:///Users/suniltrivedi/Documents/UChicago/25_26/Academic/Winter/Full_Stack/Final_Project/p07_he_kelly_manela_2017/docs/index.html">Pipeline Web Page      |
| Date of Last Code Update        | 2026-02-10 17:56:12           |
| OS Compatibility                |  |
| Linked Dataframes               |  [crsp_analysis_pipeline:crsp_returns](../dataframes/crsp_analysis_pipeline/crsp_returns.md)<br>  |