I've seen these on TV and wanted to get one just for the heck of it, but then I thought about making one myself.

Step 1: Materials

You need about 2 feet of 1/2 inch PVC pipe, 1 T joint, and 3 end caps.

PVC glue is also recommended unless you don't mind your police baton falling apart all the time.
Your also going to need a saw to cut the pieces to the right lengths.

Step 2: Connect the Pieces

Cut lengths of PVC pipe about:

Piece 1: from the length from your fist to your elbow
Piece 2: an inch wider than the width of your hand
Piece 3: 4 inches long

Then connect the pieces as shown below.
(Glue them together if you can)

Step 3: Other Stuff

These aren't going to be as durable as police-grade ones, so they might break after awhile. I will probably spray paint mine so it is not just white and boring. I covered the handle with duct tape to sort of act as a grip.

DISCLAIMER: DO NOT ACTUALLY BEAT PEOPLE UP WITH THESE. POLICE BATONS CAN BE DANGEROUS AND IF SOMEONE GETS HURT BY ONE OF THESE, IT IS NOT MY FAULT.