def indicator_volatility_daily(df_daily, price_col='close'):
    """Create rolling volatility using EWM of 36 which matches a rolling stdev of 25

    Args:
        df_daily (frame): contains "close" column
        price_col (str): "close" is default

    Returns:
        frame: index = index of df_daily, adds colum called vol36

    """
    df = df_daily[[price_col]].copy()
    df['pct_returns'] = df[price_col].pct_change()
    df['vol36'] = df.pct_returns.ewm(span=36, adjust=False).std()
    df.drop(['pct_returns', price_col], axis=1, inplace=True)
    df.dropna(inplace=True)
    return df
