variance

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

Variance measures the dispersion of a set of data points around their mean. It is a key metric for assessing the volatility and stability of financial returns or other time series data over a specified rolling window.

Parameters

• standard

data: ForwardRef('Data') | ForwardRef('DataFrame') | ForwardRef('Series') | ForwardRef('ndarray') | dict | list
target: str
window: int
Default: 21
index: str
Default: date

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Returns

results: list[Data]

Serializable results.

provider: str

Provider name.

warnings: Optional[list[Warning_]]

list of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

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Data

• standard