These things are cool, but are banned/expensive in some areas.
I would like to make one, some day.
Here are some ideas to make a expandable baton from everyday things.
1. Use the leg from a tripod. Perhaps not the strongest way, epically if it is aluminium. But you will get a good idea of how to make them.
2. Use a gas strut from a car hatchback or similar. These are usually worn out and have no gas when they are old. A sharp flick of the strut will produce the inner part and ready for whacking. Be careful drilling into these.