Simpler Better Market Betas
 URL:
 https://www.ivowelch.info/research/betas/
 Synopsis:
 Intime estimates. The bestknown marketbeta forecasts and very good intime return standard deviation estimates. A longer description and download links appear below.
 Variable Definitions:

permno from crsp (or ticker os cusip or gvkey) yyyymmdd day of calculation bswa32 the best beta known, (slopewinsorizeparameter 3; ageparameter 2). sd0111 a very good estimate, 0.5*sd[mo] + 0.35*sd[mo1] + 0.15*sd[mo11], where sd[mo] is the monthly standard deviation of daily rates of return within month mo, winsorized at 15%.  License:
 Free and unencumbered. Please cite Ivo Welch, Simpler Better Market Betas, UCLA May 2020.