OpenBB/website/content/platform/reference/quantitative/rolling/stdev.md

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stdev	Calculate the rolling standard deviation of a target column within a given window size	quantitative rolling stdev

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Calculate the rolling standard deviation of a target column within a given window size.

Standard deviation is a measure of the amount of variation or dispersion of a set of values. It is widely used to assess the risk and volatility of financial returns or other time series data over a specified rolling window. It is the square root of the variance.

Examples

from openbb import obb
# Get Rolling Standard Deviation.
stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
returns = stock_data["close"].pct_change().dropna()
obb.quantitative.rolling.stdev(data=returns, target="close", window=252)
obb.quantitative.rolling.stdev(target='close', window=2, data=[{'date': '2023-01-02', 'close': 0.05}, {'date': '2023-01-03', 'close': 0.08}, {'date': '2023-01-04', 'close': 0.07}, {'date': '2023-01-05', 'close': 0.06}, {'date': '2023-01-06', 'close': 0.06}])

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Parameters

Name	Type	Description	Default	Optional
data	List[Data]	The time series data as a list of data points.		False
target	str	The name of the column for which to calculate standard deviation.		False
window	PositiveInt	The number of observations used for calculating the rolling measure.		False
index	str, optional	The name of the index column, default is "date".		False

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Returns

OBBject
    results : List[Data]
        An object containing the rolling standard deviation values.