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How to put all the values of a for loop in a vector?

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I want D_N to get another value in each loop and then put that value in a vector, T amount of times. Basically, I want to be able to go through the script an T amount of times and each time D_N will get another value and then put it into a vector. How do I do this?
N = 100;
M = 2000;
B = zeros(M,N);
for m=1:M
x_t(1) = 0;
for n = 1:N
A = sign(randn);
x_t(n+1) = x_t(n) + A;
B(m,n) = x_t(n);
hold on
C = B(:,end);
D = C.^2;
D_N = sqrt(mean((D)))

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