code: def volatility(eqdata, **kwargs):
      
      if len(eqdata.shape) > 1 and eqdata.shape[1] != 1:
          _selection = kwargs.get('selection', 'Adj Close')
          _eqdata = eqdata.loc[:, _selection]
      else:
          _eqdata = eqdata
      _window = kwargs.get('window', 20)
      _colname = kwargs.get('outputcol', 'Risk')
      _risk = pd.DataFrame(index=_eqdata.index, columns=[_colname], dtype=np.float64)
      _risk.loc[:, _colname] = _eqdata.rolling(center=False, window=_window).std().values.flatten()
      return _risk
docs: Volatility (standard deviation) over the given window
  
      Parameters
      ----------
      eqdata : DataFrame
      window : int, optional
          Lookback period. Defaults to 20.
      outputcol : str, optional
          Name of column to be used in returned dataframe. Defaults to 'Risk'.
      selection : str, optional
          Column of eqdata on which to calculate volatility. If
          `eqdata` has only 1 column, `selection` is ignored,
          and volatility is calculated on that column. Defaults
          to 'Adj Close'.
  
      Returns
      ---------
      risk : DataFrame
          Moving volatility with the given lookback.