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: list[openbb_core.provider.abstract.data.Data]

The time series data as a list of data points.

• Optional: False

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target: str

The name of the column for which to calculate variance.

• Optional: False

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window: int

The number of observations used for calculating the rolling measure.

• Default: 21

• Optional: True

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index: str

The name of the index column, default is 'date'.

• Default: date

• Optional: True

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Returns

results: list[Data]

Serializable results.

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provider: None

Provider name.

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warnings: Optional[list[Warning_]]

list of warnings.

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chart: Optional[Chart]

Chart object.

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extra: dict[str, Any]

Extra info.

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