Chart: CRSP Rolling Volatility#
30-period rolling volatility calculated from CRSP returns.
Chart#
Sources: CRSP
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 |
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Chart ID |
crsp_rolling_volatility |
Topic Tags |
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Data Series Start Date |
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Data Frequency |
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Observation Period |
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Lag in Data Release |
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Data Release Timing |
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Seasonal Adjustment |
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Units |
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HTML Chart |
Dataframe Manifest#
Dataframe Name |
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Dataframe ID |
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Data Sources |
CRSP |
Data Providers |
WRDS |
Links to Providers |
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Topic Tags |
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Type of Data Access |
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How is data pulled? |
Downloaded via WRDS and stored locally as Excel |
Data available up to (min) |
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Data available up to (max) |
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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:
Pipeline Manifest#
Pipeline Name |
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Pipeline ID |
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Lead Pipeline Developer |
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Contributors |
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Git Repo URL |
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Pipeline Web Page |
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Date of Last Code Update |
2026-02-10 17:56:12 |
OS Compatibility |
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Linked Dataframes |