v 2

d egenmsd. egen function to create a moving standard deviation.
d Program by Kevin Crow, StataCorp <kcrow@stata.com>.
d
d Create a new variable containing a #-period moving standard deviation.  You
d may specify the number of lead() or lag() periods the moving standard
d deviation should be comprised of.  

f egenmsd/_gmsd.ado
f egenmsd/egenmsd.hlp