rolling Sample standard deviation in excel

1
votes

I am calculating in excel, a rolling 37 days sample standard deviation of a data set from FTSE100,i am a little confuse with "rolling 37 days." after calculating the mean for whole data (i.e.the closing price),I calculated the standard deviation by starting from the 38th mean and applying the excel function =STDEV(C38:C1023)/(37-1). please have I done the right thing?

1
excel

1 Answers

2
votes

Nope. The /(37-1) part is already in the STDEV formula. What you need is =STDEV(C1:C37) in D37 (or other column). And then just drag formula to D1023.