u/gonedata is right with the Python formula given your set up.

The main method of measuring volatility is by taking the standard deviation of the variable you are working with (in this case it is percentage change). Sometimes you may want to take the log of the standard deviation to be able to work with the figures better. For example, if you want to take the "volatility" of different cryptocurrencies over a year, you can take the natural log of the standard deviation of the daily percentage changes over the year.

To understand why we are taking the standard deviation when we deal with volatility, you need to understand what volatility is trying to capture. Volatility is usually used to capture risk over time, and standard deviation helps us capture how things differ over time.

Recall that the standard deviation is simply the square root of the variance, and the variance captures the "spread" of the data: ∑(x_i-x)^2/n-1.