how do i extract volatility, standard deviation from a time series data set

Hey Ladies and Gents,
I have a time series data of daily wind speeds. How can I extract the volatility, standard deviation, and drift of this data-set. I want to be able to use these parameters to model the wind speed as Geometric Brownian Motion and create forecast models.

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You first need to define what you mean by volatility, as opposed to a noise standard deviation.

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Question posée :

le 3 Août 2017

Commenté :

le 3 Août 2017

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