Variance over two periods with known variances? If period 1 has variance v1 and period 2 has variance v2, what is the variance over period 1 and period 2? (period 1 and period 2 are the same length)
I've done some manual calculations with random numbers, and I can't seem to figure out how to calculate the variance over period 1 and period 2 from v1 and v2.

There is no simple relationship between the variance of different periods and the variance for the entire time period. 
As a simple example consider the following two data sets: {1, 2, 3} and {3, 4, 5}. The variance for these two sets of numbers is 1 whereas the overall variance is 2. Now if you were to add 1 to the second set of numbers which would result in the following set {4, 5, 6} its variance is still 1 whereas the overall variance has increased to 3.5. Thus, just knowing v1 and v2 will not be enough to compute the overall variance.
