Rolling Variance

Computes the rolling variance of a specified window size for a dataset. Variance is a measure of the spread of values in a set. Read more about variance on Wikipedia https://en.wikipedia.org/wiki/Variance

2.33 is the variance of the set [2, 4, 6] because it is calculated as ((2-4)^2 + (4-4)^2 + (6-4)^2) / 3 = 2.33.

Provides a measure of the local variability over a moving window, often used in finance or quality control.

• Microsoft Excel: VAR
• Google Sheets: -
• Apple Numbers: -
• Python Pandas: df['column_name'].rolling(window=n).var()
• Related Words: calculate rolling variance, find variance over a window