Test of equivalency of volatility over two periods

We know that the stock market fell dramatically in October, 1987. We could choose a stock to test the volatility before and after October, 1987. For instance, we could use Ford Motor Corp, with a ticker of F, to illustrate how to test the equality of variance before and after the market crash in 1987. In the following Python program, we define a function called ret_f() to retrieve daily price data from Yahoo! Finance and estimate its daily returns:

import scipy as sp
from matplotlib.finance import quotes_historical_yahoo
import numpy as np
# input area 
ticker='F'               # stock
begdate1=(1982,9,1)      # starting date for period  #1
enddate1=(1987,9,1)      # ending   date for period  #1
begdate2=(1987,12,1)     # starting date for period  #2
enddate2=(1992,12,1)     # ending   date for period  #2
# define a function
def ret_f(ticker,begdate,enddate):
    p = quotes_historical_yahoo(ticker, begdate, enddate,asobject=True, adjusted...