Hello Community,

I have a paneldataset with 913 companies and monthly return data (log returns) and i need the volatility of monthly stock returns (estimated by the sd) over a window of 6 months. In the end i need one return volatility per year. Can somebody help me out with that?

I used the following rangestat command but I´m confused by the results

Code:
rangestat (sd) log_return (count) log_return, interval(date_new -60 0) by(company_code)
I also provide an example of my dataset

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input int company_code byte(day month) int year double total_return_ str6 date long date_new float log_return
1 1 12 1997 1137.47 "199712"   1            .
1 1  1 1998  946.45 "199801"   2   -.18384363
1 1  2 1998 1001.95 "199802"   3    .05698524
1 1  3 1998 1032.89 "199803"   4     .0304126
1 1  4 1998 1069.15 "199804"   5    .03450324
1 1  5 1998 1100.34 "199805"   6   .028755283
1 1  6 1998 1098.62 "199806"   7  -.001564376
1 1  7 1998  978.98 "199807"   8   -.11529891
1 1  8 1998  872.48 "199808"   9   -.11517148
1 1  9 1998  800.06 "199809"  10     -.086653
1 1 10 1998  852.96 "199810"  11    .06402593
1 1 11 1998  944.06 "199811"  12    .10147707
1 1 12 1998  962.96 "199812"  13    .01982215
1 1  1 1999  841.67 "199901"  14   -.13462386
1 1  2 1999  911.19 "199902"  15    .07936342
1 1  3 1999  876.92 "199903"  16   -.03833567
1 1  4 1999  867.24 "199904"  17  -.011100013
1 1  5 1999 1119.06 "199905"  18    .25492856
1 1  6 1999 1057.85 "199906"  19    -.0562505
1 1  7 1999 1045.85 "199907"  20  -.011408594
1 1  8 1999 1069.84 "199908"  21    .02267915
1 1  9 1999 1142.48 "199909"  22    .06569223
1 1 10 1999  1138.7 "199910"  23 -.0033140774
1 1 11 1999 1134.18 "199911"  24  -.003977338
1 1 12 1999 1145.75 "199912"  25   .010149522
1 1  1 2000 1144.99 "200001"  26  -.000663541
1 1  2 2000 1141.95 "200002"  27  -.002658576
1 1  3 2000 1051.46 "200003"  28   -.08255766
1 1  4 2000 1121.66 "200004"  29   .064630054
1 1  5 2000 1061.38 "200005"  30   -.05523978
1 1  6 2000 1043.03 "200006"  31   -.01744001
1 1  7 2000 1033.04 "200007"  32  -.009624028
1 1  8 2000 1098.33 "200008"  33    .06128493
1 1  9 2000 1143.61 "200009"  34    .04039908
1 1 10 2000 1133.56 "200010"  35 -.0088268025
1 1 11 2000 1176.06 "200011"  36   .036806747
1 1 12 2000 1239.16 "200012"  37    .05226386
1 1  1 2001 1498.81 "200101"  38    .19023773
1 1  2 2001 1387.49 "200102"  39    -.0771751
1 1  3 2001 1370.58 "200103"  40  -.012262352
1 1  4 2001 1276.17 "200104"  41    -.0713706
1 1  5 2001  1469.5 "200105"  42     .1410588
1 1  6 2001  1500.4 "200106"  43   .020809533
1 1  7 2001 1473.38 "200107"  44  -.018172659
1 1  8 2001 1394.73 "200108"  45   -.05485823
1 1  9 2001 1315.17 "200109"  46   -.05873491
1 1 10 2001 1223.71 "200110"  47  -.072078705
1 1 11 2001 1342.59 "200111"  48    .09271336
1 1 12 2001 1446.04 "200112"  49   .074228205
1 1  1 2002 1501.15 "200201"  50     .0374027
1 1  2 2002 1438.42 "200202"  51   -.04268619
1 1  3 2002 1536.04 "200203"  52   .065662384
1 1  4 2002 1471.44 "200204"  53   -.04296616
1 1  5 2002 1608.55 "200205"  54    .08909164
1 1  6 2002 1596.48 "200206"  55  -.007531947
1 1  7 2002 1634.33 "200207"  56    .02343173
1 1  8 2002 1566.72 "200208"  57   -.04224867
1 1  9 2002 1610.61 "200209"  58    .02762873
1 1 10 2002 1498.86 "200210"  59   -.07190817
1 1 11 2002 1650.57 "200211"  60    .09641586
1 1 12 2002 1662.41 "200212"  61   .007147674
1 1  1 2003    1597 "200301"  62   -.04014149
1 1  2 2003 1618.89 "200302"  63    .01361386
1 1  3 2003 1624.39 "200303"  64  .0033916314
1 1  4 2003 1703.55 "200304"  65    .04758195
1 1  5 2003 1626.21 "200305"  66   -.04646216
1 1  6 2003 1636.22 "200306"  67   .006136549
1 1  7 2003 1687.01 "200307"  68    .03056903
1 1  8 2003 1819.61 "200308"  69    .07566446
1 1  9 2003 1873.46 "200309"  70   .029164797
1 1 10 2003 1864.65 "200310"  71   -.00471362
1 1 11 2003 2072.15 "200311"  72    .10551335
1 1 12 2003  2155.8 "200312"  73    .03957517
1 1  1 2004 2245.87 "200401"  74    .04093109
1 1  2 2004 2060.19 "200402"  75   -.08629476
1 1  3 2004 2090.19 "200403"  76    .01445676
1 1  4 2004 2150.42 "200404"  77     .0284082
1 1  5 2004 2309.08 "200405"  78   .071186006
1 1  6 2004 2260.55 "200406"  79   -.02124103
1 1  7 2004 2349.56 "200407"  80    .03861993
1 1  8 2004 2226.44 "200408"  81   -.05382418
1 1  9 2004 2217.99 "200409"  82  -.003802517
1 1 10 2004 2133.14 "200410"  83   -.03900631
1 1 11 2004 2058.72 "200411"  84   -.03551064
1 1 12 2004 2162.91 "200412"  85    .04937011
1 1  1 2005 2215.34 "200501"  86   .023951354
1 1  2 2005  2260.5 "200502"  87    .02018014
1 1  3 2005 2282.35 "200503"  88   .009619586
1 1  4 2005 2299.92 "200504"  89   .007668726
1 1  5 2005 2077.28 "200505"  90     -.101815
1 1  6 2005 2091.71 "200506"  91   .006922568
1 1  7 2005 1983.05 "200507"  92   -.05334585
1 1  8 2005 2045.53 "200508"  93    .03102086
1 1  9 2005 1936.18 "200509"  94   -.05493997
1 1 10 2005 1981.81 "200510"  95    .02329361
1 1 11 2005 2045.47 "200511"  96   .031617023
1 1 12 2005 2177.59 "200512"  97   .062591165
1 1  1 2006 2128.97 "200601"  98  -.022580465
1 1  2 2006 2010.57 "200602"  99   -.05722003
1 1  3 2006 2036.52 "200603" 100   .012824205
end