How to use vratiotest to calculate 10 day variance/1 day variance to get variance ratio

I have a vector of 1713 stock price observations. I need to loop through these to get the variance ratio for every day (or as many as possible). Here is the code I have so far:

for i = 22:length(IYRPanelData);
        if IYRPanelData(i,j) ~= NaN;
            [IYRh(i-21,j),IYRpValue(i-21,j),IYRstat(i-21,j),IYRcValue(i-21,j),IYRratio(i-21,j)] = vratiotest(IYRPanelData(i-21:i,j),'period',10);
        else [IYRh(i-21,j),IYRpValue(i-21,j),IYRstat(i-21,j),IYRcValue(i-21,j),IYRratio(i-21,j)] = NaN;
        end
end

What else do I need to do? I need to obtain the maximum number of variance ratios possible.

[Jack Bratton]

I forgot to mention, I am doing this for multiple columns as well. That is what the j is for. I know how to do that part though.