— Function File: vol (x, m, n)

Return the volatility of each column of the input matrix x. The number of data sets per period is given by m (e.g. the number of data per year if you want to compute the volatility per year). The optional parameter n gives the number of past periods used for computation, if it is omitted, a value of 1 is used. If t is the number of rows of x, vol returns the volatility from n*m to t.