Suppose a Stock follows an Itô process with instantaneous volatility $\sigma(S(t),t)$. Precisely
$$dS(t)=\mu S(t)dt+\sigma(S(t),t)S(t)dW(t)$$
I have a historical data for the values of $S(t)$.How can I estimate the instantaneous volatilities $\sigma(S(t),t)$ that took place on each day in this historical daily data series?