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Ideally you'd want to use daily returns and just annualise it, but if you only have monthly returns then calculating the weighted variance in the following way might do it: $$ Var = \frac{\sum_{i=0}^{24}(R_i - \mu)^2}{24 + \frac{21}{31}} + \frac{\frac{21}{31} (R_{25}' - \mu)^2}{24 + \frac{21}{31}} $$ $$ Vol = \sqrt{Var} $$ Where $R_i$ is the returns of ...

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