Hi, as the title suggests, I'm looking to calculate rolling betas from a multiple regression for multiple variables. I'd like to subsequently translate those to standardized figures so that they can be converted to a percentage and charted (i'm not posting for that reason at this point). I'm really just looking at how best to construct the rolling betas piece. I've attached a sample workbook. I'd like to regress column G against columns B-F on a rolling basis. For starters I'm using last 20 trading days, rolling. Does anybody have a good idea as to how I might be able to do this?
Thanks for the help.
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