Table Data - Equity Market Volatility Tracker: Commodity Markets
| Title | Equity Market Volatility Tracker: Commodity Markets |
|---|---|
| Series ID | EMVCOMMMKT |
| Source | Baker, Scott R., Bloom, Nick, Davis, Stephen J. |
| Release | Economic Policy Uncertainty (Not a Press Release) |
| Seasonal Adjustment | Not Seasonally Adjusted |
| Frequency | Monthly |
| Units | Index |
| Date Range | 1985-01-01 to 2024-11-01 |
| Last Updated | 2024-12-13 8:02 AM CST |
| Notes | The Equity Market Volatility tracker moves with the VIX and with the realized volatility of returns on the S&P 500. For more information, see Baker, Scott, Nicholas Bloom and Steven Davis (2019), 'Policy News and Stack Market Volatility' |
| DATE | VALUE |
|---|---|
| 1985-01-01 | 5.97498 |
| 1985-02-01 | 5.17565 |
| 1985-03-01 | 6.20167 |
| 1985-04-01 | 4.56244 |
| 1985-05-01 | 4.88513 |
| 1985-06-01 | 4.01282 |
| 1985-07-01 | 4.42368 |
| 1985-08-01 | 6.45461 |
| 1985-09-01 | 5.46160 |
| 1985-10-01 | 3.63416 |
| 1985-11-01 | 5.60179 |
| 1985-12-01 | 5.13067 |
| 1986-01-01 | 4.93166 |
| 1986-02-01 | 5.65547 |
| 1986-03-01 | 9.41030 |
| 1986-04-01 | 6.13419 |
| 1986-05-01 | 6.31733 |
| 1986-06-01 | 7.91592 |
| 1986-07-01 | 9.18064 |
| 1986-08-01 | 7.19434 |
| 1986-09-01 | 10.81986 |
| 1986-10-01 | 6.98102 |
| 1986-11-01 | 6.57390 |
| 1986-12-01 | 5.42197 |
| 1987-01-01 | 8.85025 |
| 1987-02-01 | 6.17855 |
| 1987-03-01 | 6.53114 |
| 1987-04-01 | 7.55830 |
| 1987-05-01 | 8.18521 |
| 1987-06-01 | 7.11936 |
| 1987-07-01 | 6.52273 |
| 1987-08-01 | 6.73264 |
| 1987-09-01 | 5.29031 |
| 1987-10-01 | 27.11467 |
| 1987-11-01 | 26.11812 |
| 1987-12-01 | 18.05297 |
| 1988-01-01 | 15.95590 |
| 1988-02-01 | 9.26635 |
| 1988-03-01 | 8.07167 |
| 1988-04-01 | 9.65029 |
| 1988-05-01 | 11.58675 |
| 1988-06-01 | 8.00635 |
| 1988-07-01 | 9.06680 |
| 1988-08-01 | 6.90648 |
| 1988-09-01 | 6.54285 |
| 1988-10-01 | 10.46575 |
| 1988-11-01 | 7.15122 |
| 1988-12-01 | 7.12069 |
| 1989-01-01 | 9.95016 |
| 1989-02-01 | 6.61359 |
| 1989-03-01 | 4.32612 |
| 1989-04-01 | 5.80649 |
| 1989-05-01 | 6.16082 |
| 1989-06-01 | 7.14956 |
| 1989-07-01 | 6.87491 |
| 1989-08-01 | 5.85585 |
| 1989-09-01 | 5.48222 |
| 1989-10-01 | 10.70920 |
| 1989-11-01 | 7.73232 |
| 1989-12-01 | 7.83940 |
| 1990-01-01 | 7.56993 |
| 1990-02-01 | 9.65361 |
| 1990-03-01 | 8.24137 |
| 1990-04-01 | 5.32604 |
| 1990-05-01 | 4.20141 |
| 1990-06-01 | 5.63703 |
| 1990-07-01 | 8.17280 |
| 1990-08-01 | 13.56898 |
| 1990-09-01 | 11.10090 |
| 1990-10-01 | 11.82319 |
| 1990-11-01 | 7.35891 |
| 1990-12-01 | 7.54102 |
| 1991-01-01 | 11.77300 |
| 1991-02-01 | 8.70488 |
| 1991-03-01 | 6.33112 |
| 1991-04-01 | 5.20351 |
| 1991-05-01 | 5.53507 |
| 1991-06-01 | 6.09000 |
| 1991-07-01 | 6.22712 |
| 1991-08-01 | 6.35404 |
| 1991-09-01 | 6.74805 |
| 1991-10-01 | 5.30593 |
| 1991-11-01 | 8.10653 |
| 1991-12-01 | 6.41888 |
| 1992-01-01 | 9.10349 |
| 1992-02-01 | 8.08055 |
| 1992-03-01 | 7.15654 |
| 1992-04-01 | 7.20399 |
| 1992-05-01 | 6.54273 |
| 1992-06-01 | 6.87605 |
| 1992-07-01 | 8.32614 |
| 1992-08-01 | 5.75299 |
| 1992-09-01 | 6.46766 |
| 1992-10-01 | 7.23731 |
| 1992-11-01 | 5.97279 |
| 1992-12-01 | 4.80913 |
| 1993-01-01 | 6.54725 |
| 1993-02-01 | 6.67715 |
| 1993-03-01 | 6.92907 |
| 1993-04-01 | 6.38066 |
| 1993-05-01 | 7.46252 |
| 1993-06-01 | 6.44959 |
| 1993-07-01 | 7.84381 |
| 1993-08-01 | 7.96075 |
| 1993-09-01 | 6.91907 |
| 1993-10-01 | 5.97406 |
| 1993-11-01 | 5.36113 |
| 1993-12-01 | 5.62497 |
| 1994-01-01 | 7.49590 |
| 1994-02-01 | 5.78495 |
| 1994-03-01 | 8.83635 |
| 1994-04-01 | 11.19426 |
| 1994-05-01 | 8.10061 |
| 1994-06-01 | 7.24482 |
| 1994-07-01 | 7.88424 |
| 1994-08-01 | 6.63538 |
| 1994-09-01 | 7.59864 |
| 1994-10-01 | 8.50934 |
| 1994-11-01 | 6.01508 |
| 1994-12-01 | 7.82461 |
| 1995-01-01 | 10.01370 |
| 1995-02-01 | 9.23353 |
| 1995-03-01 | 7.25953 |
| 1995-04-01 | 6.92495 |
| 1995-05-01 | 5.73784 |
| 1995-06-01 | 5.43088 |
| 1995-07-01 | 6.87780 |
| 1995-08-01 | 5.27715 |
| 1995-09-01 | 5.17088 |
| 1995-10-01 | 6.19445 |
| 1995-11-01 | 5.77090 |
| 1995-12-01 | 6.48527 |
| 1996-01-01 | 9.14236 |
| 1996-02-01 | 7.97150 |
| 1996-03-01 | 10.69831 |
| 1996-04-01 | 6.72922 |
| 1996-05-01 | 7.07058 |
| 1996-06-01 | 8.26313 |
| 1996-07-01 | 10.12091 |
| 1996-08-01 | 6.75964 |
| 1996-09-01 | 6.04234 |
| 1996-10-01 | 7.88009 |
| 1996-11-01 | 7.98966 |
| 1996-12-01 | 7.77839 |
| 1997-01-01 | 8.93519 |
| 1997-02-01 | 7.84729 |
| 1997-03-01 | 9.79323 |
| 1997-04-01 | 9.37837 |
| 1997-05-01 | 7.23259 |
| 1997-06-01 | 9.93740 |
| 1997-07-01 | 8.30032 |
| 1997-08-01 | 9.50349 |
| 1997-09-01 | 8.18118 |
| 1997-10-01 | 13.79324 |
| 1997-11-01 | 12.31331 |
| 1997-12-01 | 11.37262 |
| 1998-01-01 | 15.30546 |
| 1998-02-01 | 9.15041 |
| 1998-03-01 | 7.75308 |
| 1998-04-01 | 10.42164 |
| 1998-05-01 | 9.96683 |
| 1998-06-01 | 10.98232 |
| 1998-07-01 | 12.06194 |
| 1998-08-01 | 18.06958 |
| 1998-09-01 | 20.20733 |
| 1998-10-01 | 14.09779 |
| 1998-11-01 | 14.54349 |
| 1998-12-01 | 11.67414 |
| 1999-01-01 | 15.53988 |
| 1999-02-01 | 8.94182 |
| 1999-03-01 | 10.32010 |
| 1999-04-01 | 9.72882 |
| 1999-05-01 | 8.68071 |
| 1999-06-01 | 8.45062 |
| 1999-07-01 | 9.20165 |
| 1999-08-01 | 10.60636 |
| 1999-09-01 | 9.32355 |
| 1999-10-01 | 11.95451 |
| 1999-11-01 | 8.77189 |
| 1999-12-01 | 8.03683 |
| 2000-01-01 | 8.19618 |
| 2000-02-01 | 7.49682 |
| 2000-03-01 | 10.73569 |
| 2000-04-01 | 15.39258 |
| 2000-05-01 | 11.72202 |
| 2000-06-01 | 8.78118 |
| 2000-07-01 | 8.06481 |
| 2000-08-01 | 7.13370 |
| 2000-09-01 | 8.52203 |
| 2000-10-01 | 15.47532 |
| 2000-11-01 | 12.10298 |
| 2000-12-01 | 13.35100 |
| 2001-01-01 | 10.87123 |
| 2001-02-01 | 7.11344 |
| 2001-03-01 | 11.02766 |
| 2001-04-01 | 9.91561 |
| 2001-05-01 | 7.14895 |
| 2001-06-01 | 5.68742 |
| 2001-07-01 | 7.42084 |
| 2001-08-01 | 6.67511 |
| 2001-09-01 | 17.36186 |
| 2001-10-01 | 11.37489 |
| 2001-11-01 | 10.13108 |
| 2001-12-01 | 8.97110 |
| 2002-01-01 | 11.30684 |
| 2002-02-01 | 8.20480 |
| 2002-03-01 | 7.19250 |
| 2002-04-01 | 8.69875 |
| 2002-05-01 | 7.30863 |
| 2002-06-01 | 9.38051 |
| 2002-07-01 | 18.90335 |
| 2002-08-01 | 13.73029 |
| 2002-09-01 | 11.92603 |
| 2002-10-01 | 11.22180 |
| 2002-11-01 | 8.47045 |
| 2002-12-01 | 8.88619 |
| 2003-01-01 | 12.15232 |
| 2003-02-01 | 9.63721 |
| 2003-03-01 | 15.47368 |
| 2003-04-01 | 10.63206 |
| 2003-05-01 | 7.36430 |
| 2003-06-01 | 6.68431 |
| 2003-07-01 | 7.65934 |
| 2003-08-01 | 6.31661 |
| 2003-09-01 | 5.50059 |
| 2003-10-01 | 5.89440 |
| 2003-11-01 | 5.08096 |
| 2003-12-01 | 5.61922 |
| 2004-01-01 | 6.87225 |
| 2004-02-01 | 4.10497 |
| 2004-03-01 | 6.23973 |
| 2004-04-01 | 7.78181 |
| 2004-05-01 | 8.20578 |
| 2004-06-01 | 7.36297 |
| 2004-07-01 | 7.27353 |
| 2004-08-01 | 8.56524 |
| 2004-09-01 | 7.55895 |
| 2004-10-01 | 9.23018 |
| 2004-11-01 | 7.59281 |
| 2004-12-01 | 7.57618 |
| 2005-01-01 | 8.36059 |
| 2005-02-01 | 5.25339 |
| 2005-03-01 | 6.97237 |
| 2005-04-01 | 9.81615 |
| 2005-05-01 | 7.98773 |
| 2005-06-01 | 7.05537 |
| 2005-07-01 | 7.37893 |
| 2005-08-01 | 8.96271 |
| 2005-09-01 | 8.38369 |
| 2005-10-01 | 8.80863 |
| 2005-11-01 | 6.21367 |
| 2005-12-01 | 7.05104 |
| 2006-01-01 | 8.86248 |
| 2006-02-01 | 6.27086 |
| 2006-03-01 | 5.25734 |
| 2006-04-01 | 7.39874 |
| 2006-05-01 | 9.80825 |
| 2006-06-01 | 10.14112 |
| 2006-07-01 | 10.02631 |
| 2006-08-01 | 9.32531 |
| 2006-09-01 | 7.39317 |
| 2006-10-01 | 7.86962 |
| 2006-11-01 | 5.56048 |
| 2006-12-01 | 7.85337 |
| 2007-01-01 | 8.34475 |
| 2007-02-01 | 8.58641 |
| 2007-03-01 | 12.04361 |
| 2007-04-01 | 8.51800 |
| 2007-05-01 | 7.42785 |
| 2007-06-01 | 8.43422 |
| 2007-07-01 | 11.93430 |
| 2007-08-01 | 15.30972 |
| 2007-09-01 | 10.60999 |
| 2007-10-01 | 10.49521 |
| 2007-11-01 | 13.14973 |
| 2007-12-01 | 10.59465 |
| 2008-01-01 | 17.38283 |
| 2008-02-01 | 11.58005 |
| 2008-03-01 | 13.85037 |
| 2008-04-01 | 9.73809 |
| 2008-05-01 | 9.20345 |
| 2008-06-01 | 9.47917 |
| 2008-07-01 | 15.04626 |
| 2008-08-01 | 9.70248 |
| 2008-09-01 | 23.22050 |
| 2008-10-01 | 30.46125 |
| 2008-11-01 | 15.75016 |
| 2008-12-01 | 12.94722 |
| 2009-01-01 | 12.51303 |
| 2009-02-01 | 11.99887 |
| 2009-03-01 | 11.91191 |
| 2009-04-01 | 9.06115 |
| 2009-05-01 | 7.87132 |
| 2009-06-01 | 9.27741 |
| 2009-07-01 | 8.48563 |
| 2009-08-01 | 7.33773 |
| 2009-09-01 | 6.45095 |
| 2009-10-01 | 7.71954 |
| 2009-11-01 | 8.33209 |
| 2009-12-01 | 7.12581 |
| 2010-01-01 | 9.39620 |
| 2010-02-01 | 6.21306 |
| 2010-03-01 | 6.06253 |
| 2010-04-01 | 8.48559 |
| 2010-05-01 | 11.89705 |
| 2010-06-01 | 9.71554 |
| 2010-07-01 | 9.50746 |
| 2010-08-01 | 6.53813 |
| 2010-09-01 | 6.75502 |
| 2010-10-01 | 7.24511 |
| 2010-11-01 | 6.93813 |
| 2010-12-01 | 4.99405 |
| 2011-01-01 | 8.13149 |
| 2011-02-01 | 5.78320 |
| 2011-03-01 | 9.98522 |
| 2011-04-01 | 8.20142 |
| 2011-05-01 | 7.90259 |
| 2011-06-01 | 8.11779 |
| 2011-07-01 | 11.26368 |
| 2011-08-01 | 26.97783 |
| 2011-09-01 | 11.60968 |
| 2011-10-01 | 10.03704 |
| 2011-11-01 | 8.90293 |
| 2011-12-01 | 9.45779 |
| 2012-01-01 | 8.15909 |
| 2012-02-01 | 7.40273 |
| 2012-03-01 | 5.63122 |
| 2012-04-01 | 5.76563 |
| 2012-05-01 | 9.29196 |
| 2012-06-01 | 8.82958 |
| 2012-07-01 | 7.49814 |
| 2012-08-01 | 6.85585 |
| 2012-09-01 | 6.34697 |
| 2012-10-01 | 7.55320 |
| 2012-11-01 | 6.20295 |
| 2012-12-01 | 6.78174 |
| 2013-01-01 | 6.32720 |
| 2013-02-01 | 6.64318 |
| 2013-03-01 | 6.43836 |
| 2013-04-01 | 4.49069 |
| 2013-05-01 | 4.92021 |
| 2013-06-01 | 6.05237 |
| 2013-07-01 | 5.81834 |
| 2013-08-01 | 4.79484 |
| 2013-09-01 | 7.25898 |
| 2013-10-01 | 6.85658 |
| 2013-11-01 | 6.07919 |
| 2013-12-01 | 4.95309 |
| 2014-01-01 | 6.91453 |
| 2014-02-01 | 4.63642 |
| 2014-03-01 | 6.49160 |
| 2014-04-01 | 6.97884 |
| 2014-05-01 | 4.73668 |
| 2014-06-01 | 5.12839 |
| 2014-07-01 | 5.95567 |
| 2014-08-01 | 6.39493 |
| 2014-09-01 | 3.85924 |
| 2014-10-01 | 10.23550 |
| 2014-11-01 | 5.40360 |
| 2014-12-01 | 7.23694 |
| 2015-01-01 | 13.93354 |
| 2015-02-01 | 7.86018 |
| 2015-03-01 | 5.40476 |
| 2015-04-01 | 5.97903 |
| 2015-05-01 | 5.77019 |
| 2015-06-01 | 5.77254 |
| 2015-07-01 | 11.42785 |
| 2015-08-01 | 17.35929 |
| 2015-09-01 | 10.77771 |
| 2015-10-01 | 8.63583 |
| 2015-11-01 | 6.04683 |
| 2015-12-01 | 9.98160 |
| 2016-01-01 | 16.72718 |
| 2016-02-01 | 14.16869 |
| 2016-03-01 | 9.38841 |
| 2016-04-01 | 7.01343 |
| 2016-05-01 | 5.53371 |
| 2016-06-01 | 9.87735 |
| 2016-07-01 | 7.16609 |
| 2016-08-01 | 5.83571 |
| 2016-09-01 | 6.58627 |
| 2016-10-01 | 5.74911 |
| 2016-11-01 | 8.95258 |
| 2016-12-01 | 6.08526 |
| 2017-01-01 | 6.11925 |
| 2017-02-01 | 5.63704 |
| 2017-03-01 | 4.75074 |
| 2017-04-01 | 6.74447 |
| 2017-05-01 | 4.83553 |
| 2017-06-01 | 5.06706 |
| 2017-07-01 | 5.74074 |
| 2017-08-01 | 6.25084 |
| 2017-09-01 | 3.87956 |
| 2017-10-01 | 3.75714 |
| 2017-11-01 | 5.77657 |
| 2017-12-01 | 6.95476 |
| 2018-01-01 | 7.08699 |
| 2018-02-01 | 10.79867 |
| 2018-03-01 | 9.83779 |
| 2018-04-01 | 9.04891 |
| 2018-05-01 | 7.01640 |
| 2018-06-01 | 6.68413 |
| 2018-07-01 | 5.28928 |
| 2018-08-01 | 6.08392 |
| 2018-09-01 | 6.16317 |
| 2018-10-01 | 10.93542 |
| 2018-11-01 | 8.82102 |
| 2018-12-01 | 17.20615 |
| 2019-01-01 | 15.38001 |
| 2019-02-01 | 6.01941 |
| 2019-03-01 | 7.36559 |
| 2019-04-01 | 8.54855 |
| 2019-05-01 | 8.31456 |
| 2019-06-01 | 8.85714 |
| 2019-07-01 | 7.66063 |
| 2019-08-01 | 13.46514 |
| 2019-09-01 | 6.87780 |
| 2019-10-01 | 6.37777 |
| 2019-11-01 | 7.80095 |
| 2019-12-01 | 9.44482 |
| 2020-01-01 | 7.77929 |
| 2020-02-01 | 9.71045 |
| 2020-03-01 | 28.48914 |
| 2020-04-01 | 16.17076 |
| 2020-05-01 | 13.37665 |
| 2020-06-01 | 14.52186 |
| 2020-07-01 | 11.19963 |
| 2020-08-01 | 10.43395 |
| 2020-09-01 | 8.31044 |
| 2020-10-01 | 10.83274 |
| 2020-11-01 | 6.27119 |
| 2020-12-01 | 9.15866 |
| 2021-01-01 | 9.94873 |
| 2021-02-01 | 9.00216 |
| 2021-03-01 | 10.25403 |
| 2021-04-01 | 8.22529 |
| 2021-05-01 | 7.20859 |
| 2021-06-01 | 8.84892 |
| 2021-07-01 | 6.06697 |
| 2021-08-01 | 7.92535 |
| 2021-09-01 | 9.29071 |
| 2021-10-01 | 10.16467 |
| 2021-11-01 | 6.13962 |
| 2021-12-01 | 6.85835 |
| 2022-01-01 | 7.85009 |
| 2022-02-01 | 11.67073 |
| 2022-03-01 | 13.26689 |
| 2022-04-01 | 8.56844 |
| 2022-05-01 | 13.17406 |
| 2022-06-01 | 7.02604 |
| 2022-07-01 | 10.19659 |
| 2022-08-01 | 5.76525 |
| 2022-09-01 | 7.08671 |
| 2022-10-01 | 9.56356 |
| 2022-11-01 | 6.03975 |
| 2022-12-01 | 10.52101 |
| 2023-01-01 | 8.45905 |
| 2023-02-01 | 8.52517 |
| 2023-03-01 | 9.39127 |
| 2023-04-01 | 8.60864 |
| 2023-05-01 | 9.00961 |
| 2023-06-01 | 5.76498 |
| 2023-07-01 | 6.26748 |
| 2023-08-01 | 4.77664 |
| 2023-09-01 | 6.96346 |
| 2023-10-01 | 5.13702 |
| 2023-11-01 | 5.74040 |
| 2023-12-01 | 6.85089 |
| 2024-01-01 | 6.72809 |
| 2024-02-01 | 6.46634 |
| 2024-03-01 | 5.93344 |
| 2024-04-01 | 7.04567 |
| 2024-05-01 | 6.23749 |
| 2024-06-01 | 7.09051 |
| 2024-07-01 | 6.84748 |
| 2024-08-01 | 8.35385 |
| 2024-09-01 | 9.95721 |
| 2024-10-01 | 8.64155 |
| 2024-11-01 | 10.52169 |
