If I have that the standard estimator of the volatility parameter is 0.2491, how can I estimate the drift parameter, mu, for some price paths assuming the price paths can be modeled by a risk-neutral...

If I have that the standard estimator of the volatility parameter is 0.2491, how can I estimate the drift parameter, mu, for some price paths assuming the price paths can be modeled by a risk-neutral geometric Brownian motion and the interest rate is 0?  (I need to consider how the drift parameter is related to the volatility in a risk-neutral setting.)