Table Data - Equity Market Volatility Tracker: Competition Matters
| Title | Equity Market Volatility Tracker: Competition Matters |
|---|---|
| Series ID | EMVCOMPMAT |
| 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 2024-12-01 |
| Last Updated | 2025-01-17 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 | 0.48446 |
| 1985-02-01 | 1.45565 |
| 1985-03-01 | 0.74420 |
| 1985-04-01 | 0.57030 |
| 1985-05-01 | 0.26406 |
| 1985-06-01 | 0.39470 |
| 1985-07-01 | 0.57344 |
| 1985-08-01 | 0.58678 |
| 1985-09-01 | 0.43693 |
| 1985-10-01 | 0.43861 |
| 1985-11-01 | 0.50272 |
| 1985-12-01 | 0.57720 |
| 1986-01-01 | 0.26302 |
| 1986-02-01 | 0.48475 |
| 1986-03-01 | 0.33370 |
| 1986-04-01 | 0.97886 |
| 1986-05-01 | 0.97190 |
| 1986-06-01 | 0.60892 |
| 1986-07-01 | 0.36431 |
| 1986-08-01 | 0.54297 |
| 1986-09-01 | 0.75808 |
| 1986-10-01 | 1.15283 |
| 1986-11-01 | 0.37565 |
| 1986-12-01 | 0.29150 |
| 1987-01-01 | 0.29699 |
| 1987-02-01 | 0.23537 |
| 1987-03-01 | 0.36869 |
| 1987-04-01 | 0.51534 |
| 1987-05-01 | 0.63856 |
| 1987-06-01 | 0.71745 |
| 1987-07-01 | 0.75470 |
| 1987-08-01 | 0.52191 |
| 1987-09-01 | 0.48984 |
| 1987-10-01 | 0.87821 |
| 1987-11-01 | 1.46352 |
| 1987-12-01 | 1.30898 |
| 1988-01-01 | 0.38382 |
| 1988-02-01 | 0.60673 |
| 1988-03-01 | 0.95851 |
| 1988-04-01 | 0.60659 |
| 1988-05-01 | 0.77245 |
| 1988-06-01 | 0.86144 |
| 1988-07-01 | 0.72054 |
| 1988-08-01 | 0.64748 |
| 1988-09-01 | 0.35231 |
| 1988-10-01 | 1.34708 |
| 1988-11-01 | 0.81149 |
| 1988-12-01 | 0.59754 |
| 1989-01-01 | 0.65605 |
| 1989-02-01 | 0.39910 |
| 1989-03-01 | 0.40984 |
| 1989-04-01 | 0.36867 |
| 1989-05-01 | 0.35062 |
| 1989-06-01 | 0.64996 |
| 1989-07-01 | 1.04165 |
| 1989-08-01 | 0.63307 |
| 1989-09-01 | 0.58738 |
| 1989-10-01 | 0.75817 |
| 1989-11-01 | 0.55231 |
| 1989-12-01 | 0.80404 |
| 1990-01-01 | 0.67503 |
| 1990-02-01 | 0.94759 |
| 1990-03-01 | 0.66822 |
| 1990-04-01 | 0.74664 |
| 1990-05-01 | 0.29410 |
| 1990-06-01 | 0.68625 |
| 1990-07-01 | 0.84546 |
| 1990-08-01 | 0.76177 |
| 1990-09-01 | 0.50459 |
| 1990-10-01 | 0.56546 |
| 1990-11-01 | 0.66042 |
| 1990-12-01 | 0.53864 |
| 1991-01-01 | 0.62511 |
| 1991-02-01 | 0.12992 |
| 1991-03-01 | 0.43290 |
| 1991-04-01 | 0.71206 |
| 1991-05-01 | 0.41774 |
| 1991-06-01 | 0.43892 |
| 1991-07-01 | 0.22852 |
| 1991-08-01 | 0.42010 |
| 1991-09-01 | 0.36903 |
| 1991-10-01 | 0.61817 |
| 1991-11-01 | 0.59847 |
| 1991-12-01 | 0.45849 |
| 1992-01-01 | 0.60690 |
| 1992-02-01 | 0.45206 |
| 1992-03-01 | 0.51118 |
| 1992-04-01 | 0.48027 |
| 1992-05-01 | 0.37235 |
| 1992-06-01 | 1.25515 |
| 1992-07-01 | 0.59472 |
| 1992-08-01 | 0.61482 |
| 1992-09-01 | 0.46867 |
| 1992-10-01 | 0.73850 |
| 1992-11-01 | 0.77068 |
| 1992-12-01 | 0.38862 |
| 1993-01-01 | 0.56442 |
| 1993-02-01 | 0.47694 |
| 1993-03-01 | 1.20984 |
| 1993-04-01 | 0.54536 |
| 1993-05-01 | 0.51664 |
| 1993-06-01 | 0.79205 |
| 1993-07-01 | 1.20234 |
| 1993-08-01 | 0.45490 |
| 1993-09-01 | 0.57659 |
| 1993-10-01 | 0.30900 |
| 1993-11-01 | 0.53611 |
| 1993-12-01 | 0.53066 |
| 1994-01-01 | 0.62035 |
| 1994-02-01 | 0.26782 |
| 1994-03-01 | 0.87336 |
| 1994-04-01 | 0.40185 |
| 1994-05-01 | 0.60755 |
| 1994-06-01 | 0.73927 |
| 1994-07-01 | 0.57132 |
| 1994-08-01 | 0.71458 |
| 1994-09-01 | 0.39400 |
| 1994-10-01 | 0.95104 |
| 1994-11-01 | 0.52305 |
| 1994-12-01 | 1.06699 |
| 1995-01-01 | 0.81633 |
| 1995-02-01 | 0.81657 |
| 1995-03-01 | 0.81874 |
| 1995-04-01 | 0.70332 |
| 1995-05-01 | 0.70370 |
| 1995-06-01 | 0.80885 |
| 1995-07-01 | 1.03471 |
| 1995-08-01 | 0.80304 |
| 1995-09-01 | 0.75409 |
| 1995-10-01 | 0.93191 |
| 1995-11-01 | 0.82441 |
| 1995-12-01 | 0.72732 |
| 1996-01-01 | 0.79499 |
| 1996-02-01 | 0.50214 |
| 1996-03-01 | 0.81400 |
| 1996-04-01 | 1.11178 |
| 1996-05-01 | 0.44539 |
| 1996-06-01 | 0.65866 |
| 1996-07-01 | 0.99960 |
| 1996-08-01 | 0.87625 |
| 1996-09-01 | 0.60978 |
| 1996-10-01 | 0.77691 |
| 1996-11-01 | 0.84102 |
| 1996-12-01 | 0.59377 |
| 1997-01-01 | 0.93189 |
| 1997-02-01 | 1.04265 |
| 1997-03-01 | 0.68447 |
| 1997-04-01 | 0.94339 |
| 1997-05-01 | 0.68133 |
| 1997-06-01 | 0.84126 |
| 1997-07-01 | 0.74933 |
| 1997-08-01 | 0.57756 |
| 1997-09-01 | 0.49583 |
| 1997-10-01 | 0.65204 |
| 1997-11-01 | 0.98714 |
| 1997-12-01 | 0.98667 |
| 1998-01-01 | 1.70653 |
| 1998-02-01 | 0.62746 |
| 1998-03-01 | 1.71289 |
| 1998-04-01 | 1.07641 |
| 1998-05-01 | 2.45414 |
| 1998-06-01 | 1.24917 |
| 1998-07-01 | 1.20619 |
| 1998-08-01 | 1.42366 |
| 1998-09-01 | 1.25641 |
| 1998-10-01 | 1.90372 |
| 1998-11-01 | 1.01861 |
| 1998-12-01 | 1.92832 |
| 1999-01-01 | 1.86479 |
| 1999-02-01 | 1.18506 |
| 1999-03-01 | 1.22011 |
| 1999-04-01 | 1.05957 |
| 1999-05-01 | 1.10920 |
| 1999-06-01 | 0.90007 |
| 1999-07-01 | 1.10863 |
| 1999-08-01 | 0.82955 |
| 1999-09-01 | 0.86229 |
| 1999-10-01 | 0.78648 |
| 1999-11-01 | 1.84950 |
| 1999-12-01 | 1.21610 |
| 2000-01-01 | 1.17088 |
| 2000-02-01 | 0.58569 |
| 2000-03-01 | 2.03413 |
| 2000-04-01 | 5.13086 |
| 2000-05-01 | 2.11568 |
| 2000-06-01 | 1.54962 |
| 2000-07-01 | 1.21525 |
| 2000-08-01 | 0.58560 |
| 2000-09-01 | 1.07195 |
| 2000-10-01 | 1.42605 |
| 2000-11-01 | 1.62494 |
| 2000-12-01 | 2.08807 |
| 2001-01-01 | 1.26923 |
| 2001-02-01 | 1.00820 |
| 2001-03-01 | 0.88848 |
| 2001-04-01 | 0.73840 |
| 2001-05-01 | 0.59575 |
| 2001-06-01 | 0.81249 |
| 2001-07-01 | 0.95571 |
| 2001-08-01 | 1.11252 |
| 2001-09-01 | 1.16610 |
| 2001-10-01 | 0.82352 |
| 2001-11-01 | 1.67887 |
| 2001-12-01 | 1.24764 |
| 2002-01-01 | 0.82877 |
| 2002-02-01 | 1.04742 |
| 2002-03-01 | 0.88603 |
| 2002-04-01 | 0.80120 |
| 2002-05-01 | 0.85984 |
| 2002-06-01 | 1.17256 |
| 2002-07-01 | 1.57528 |
| 2002-08-01 | 0.85404 |
| 2002-09-01 | 1.24880 |
| 2002-10-01 | 1.12755 |
| 2002-11-01 | 0.90958 |
| 2002-12-01 | 1.11776 |
| 2003-01-01 | 0.82482 |
| 2003-02-01 | 0.48489 |
| 2003-03-01 | 0.85965 |
| 2003-04-01 | 0.96655 |
| 2003-05-01 | 0.64037 |
| 2003-06-01 | 0.79575 |
| 2003-07-01 | 1.17406 |
| 2003-08-01 | 0.37792 |
| 2003-09-01 | 0.64085 |
| 2003-10-01 | 0.89991 |
| 2003-11-01 | 0.47934 |
| 2003-12-01 | 0.58313 |
| 2004-01-01 | 0.26432 |
| 2004-02-01 | 0.77942 |
| 2004-03-01 | 0.87066 |
| 2004-04-01 | 0.56689 |
| 2004-05-01 | 0.57493 |
| 2004-06-01 | 0.52220 |
| 2004-07-01 | 0.94389 |
| 2004-08-01 | 0.46438 |
| 2004-09-01 | 0.25537 |
| 2004-10-01 | 0.79829 |
| 2004-11-01 | 0.57601 |
| 2004-12-01 | 0.56692 |
| 2005-01-01 | 0.94057 |
| 2005-02-01 | 0.71889 |
| 2005-03-01 | 0.52894 |
| 2005-04-01 | 0.71576 |
| 2005-05-01 | 0.46083 |
| 2005-06-01 | 0.57488 |
| 2005-07-01 | 0.61491 |
| 2005-08-01 | 0.51379 |
| 2005-09-01 | 0.57488 |
| 2005-10-01 | 0.36324 |
| 2005-11-01 | 0.31068 |
| 2005-12-01 | 0.83941 |
| 2006-01-01 | 0.62492 |
| 2006-02-01 | 0.35400 |
| 2006-03-01 | 0.74440 |
| 2006-04-01 | 0.38941 |
| 2006-05-01 | 0.63279 |
| 2006-06-01 | 0.68367 |
| 2006-07-01 | 0.34573 |
| 2006-08-01 | 0.39088 |
| 2006-09-01 | 0.69003 |
| 2006-10-01 | 0.57583 |
| 2006-11-01 | 1.00702 |
| 2006-12-01 | 0.94052 |
| 2007-01-01 | 0.67660 |
| 2007-02-01 | 0.60969 |
| 2007-03-01 | 0.87339 |
| 2007-04-01 | 0.94644 |
| 2007-05-01 | 0.86582 |
| 2007-06-01 | 0.93196 |
| 2007-07-01 | 1.08494 |
| 2007-08-01 | 1.45807 |
| 2007-09-01 | 1.05099 |
| 2007-10-01 | 0.43933 |
| 2007-11-01 | 0.76787 |
| 2007-12-01 | 0.82289 |
| 2008-01-01 | 1.17307 |
| 2008-02-01 | 1.49254 |
| 2008-03-01 | 0.61663 |
| 2008-04-01 | 0.42136 |
| 2008-05-01 | 0.66417 |
| 2008-06-01 | 0.70872 |
| 2008-07-01 | 0.90165 |
| 2008-08-01 | 0.41190 |
| 2008-09-01 | 1.12056 |
| 2008-10-01 | 2.01447 |
| 2008-11-01 | 0.90173 |
| 2008-12-01 | 0.53452 |
| 2009-01-01 | 0.95337 |
| 2009-02-01 | 0.64165 |
| 2009-03-01 | 0.71831 |
| 2009-04-01 | 0.60776 |
| 2009-05-01 | 0.29591 |
| 2009-06-01 | 0.90828 |
| 2009-07-01 | 0.38322 |
| 2009-08-01 | 0.38331 |
| 2009-09-01 | 0.62936 |
| 2009-10-01 | 0.53238 |
| 2009-11-01 | 0.63209 |
| 2009-12-01 | 0.40430 |
| 2010-01-01 | 0.64599 |
| 2010-02-01 | 0.72116 |
| 2010-03-01 | 0.59016 |
| 2010-04-01 | 0.51255 |
| 2010-05-01 | 0.71603 |
| 2010-06-01 | 0.51134 |
| 2010-07-01 | 0.17392 |
| 2010-08-01 | 0.15947 |
| 2010-09-01 | 0.57158 |
| 2010-10-01 | 0.69474 |
| 2010-11-01 | 0.56870 |
| 2010-12-01 | 0.49392 |
| 2011-01-01 | 0.45811 |
| 2011-02-01 | 0.49103 |
| 2011-03-01 | 0.99852 |
| 2011-04-01 | 0.60956 |
| 2011-05-01 | 0.35651 |
| 2011-06-01 | 0.71105 |
| 2011-07-01 | 1.00569 |
| 2011-08-01 | 1.06391 |
| 2011-09-01 | 1.20538 |
| 2011-10-01 | 1.38235 |
| 2011-11-01 | 0.78733 |
| 2011-12-01 | 0.67556 |
| 2012-01-01 | 0.72525 |
| 2012-02-01 | 0.85416 |
| 2012-03-01 | 0.55088 |
| 2012-04-01 | 0.35300 |
| 2012-05-01 | 0.33424 |
| 2012-06-01 | 0.34223 |
| 2012-07-01 | 0.66160 |
| 2012-08-01 | 0.61764 |
| 2012-09-01 | 0.42720 |
| 2012-10-01 | 0.39165 |
| 2012-11-01 | 0.48971 |
| 2012-12-01 | 0.76486 |
| 2013-01-01 | 0.31864 |
| 2013-02-01 | 0.82548 |
| 2013-03-01 | 0.56938 |
| 2013-04-01 | 0.35320 |
| 2013-05-01 | 0.54669 |
| 2013-06-01 | 0.53690 |
| 2013-07-01 | 0.41934 |
| 2013-08-01 | 0.30934 |
| 2013-09-01 | 0.22863 |
| 2013-10-01 | 0.61319 |
| 2013-11-01 | 0.33039 |
| 2013-12-01 | 0.56932 |
| 2014-01-01 | 0.45716 |
| 2014-02-01 | 0.31975 |
| 2014-03-01 | 0.35734 |
| 2014-04-01 | 0.73461 |
| 2014-05-01 | 0.46782 |
| 2014-06-01 | 0.54557 |
| 2014-07-01 | 0.47645 |
| 2014-08-01 | 0.77851 |
| 2014-09-01 | 0.39152 |
| 2014-10-01 | 0.54833 |
| 2014-11-01 | 0.83627 |
| 2014-12-01 | 0.66896 |
| 2015-01-01 | 0.40583 |
| 2015-02-01 | 0.30466 |
| 2015-03-01 | 0.40681 |
| 2015-04-01 | 0.33972 |
| 2015-05-01 | 0.17485 |
| 2015-06-01 | 0.75801 |
| 2015-07-01 | 0.92851 |
| 2015-08-01 | 1.08013 |
| 2015-09-01 | 0.87981 |
| 2015-10-01 | 0.65922 |
| 2015-11-01 | 0.42187 |
| 2015-12-01 | 0.44694 |
| 2016-01-01 | 0.50688 |
| 2016-02-01 | 0.61160 |
| 2016-03-01 | 0.43066 |
| 2016-04-01 | 0.29223 |
| 2016-05-01 | 0.48541 |
| 2016-06-01 | 0.47948 |
| 2016-07-01 | 0.53746 |
| 2016-08-01 | 0.51190 |
| 2016-09-01 | 0.42220 |
| 2016-10-01 | 0.39649 |
| 2016-11-01 | 1.60687 |
| 2016-12-01 | 0.59855 |
| 2017-01-01 | 0.93344 |
| 2017-02-01 | 0.44212 |
| 2017-03-01 | 0.38006 |
| 2017-04-01 | 0.70994 |
| 2017-05-01 | 0.29013 |
| 2017-06-01 | 0.33046 |
| 2017-07-01 | 0.22080 |
| 2017-08-01 | 0.00000 |
| 2017-09-01 | 0.34485 |
| 2017-10-01 | 0.17891 |
| 2017-11-01 | 0.98325 |
| 2017-12-01 | 0.40910 |
| 2018-01-01 | 0.12012 |
| 2018-02-01 | 0.24542 |
| 2018-03-01 | 0.54654 |
| 2018-04-01 | 0.41604 |
| 2018-05-01 | 0.51028 |
| 2018-06-01 | 0.45316 |
| 2018-07-01 | 0.23508 |
| 2018-08-01 | 0.33800 |
| 2018-09-01 | 0.46224 |
| 2018-10-01 | 0.83204 |
| 2018-11-01 | 1.21669 |
| 2018-12-01 | 1.20745 |
| 2019-01-01 | 1.47885 |
| 2019-02-01 | 0.75243 |
| 2019-03-01 | 0.73656 |
| 2019-04-01 | 0.46628 |
| 2019-05-01 | 0.50391 |
| 2019-06-01 | 0.69196 |
| 2019-07-01 | 1.36189 |
| 2019-08-01 | 0.58544 |
| 2019-09-01 | 0.29267 |
| 2019-10-01 | 0.42518 |
| 2019-11-01 | 0.60007 |
| 2019-12-01 | 0.78707 |
| 2020-01-01 | 0.65926 |
| 2020-02-01 | 0.83711 |
| 2020-03-01 | 0.16373 |
| 2020-04-01 | 0.70308 |
| 2020-05-01 | 1.67208 |
| 2020-06-01 | 1.48942 |
| 2020-07-01 | 1.24440 |
| 2020-08-01 | 1.14121 |
| 2020-09-01 | 0.30779 |
| 2020-10-01 | 0.68779 |
| 2020-11-01 | 0.76478 |
| 2020-12-01 | 1.52644 |
| 2021-01-01 | 0.51459 |
| 2021-02-01 | 0.48226 |
| 2021-03-01 | 1.44197 |
| 2021-04-01 | 0.64512 |
| 2021-05-01 | 0.46012 |
| 2021-06-01 | 0.51051 |
| 2021-07-01 | 0.97071 |
| 2021-08-01 | 0.51687 |
| 2021-09-01 | 0.50677 |
| 2021-10-01 | 0.00000 |
| 2021-11-01 | 0.14278 |
| 2021-12-01 | 0.44728 |
| 2022-01-01 | 0.29074 |
| 2022-02-01 | 0.78856 |
| 2022-03-01 | 0.26802 |
| 2022-04-01 | 0.47602 |
| 2022-05-01 | 0.90856 |
| 2022-06-01 | 0.00000 |
| 2022-07-01 | 0.47797 |
| 2022-08-01 | 0.76145 |
| 2022-09-01 | 0.12218 |
| 2022-10-01 | 0.28980 |
| 2022-11-01 | 0.00000 |
| 2022-12-01 | 0.31882 |
| 2023-01-01 | 0.15105 |
| 2023-02-01 | 0.35522 |
| 2023-03-01 | 0.33540 |
| 2023-04-01 | 1.11593 |
| 2023-05-01 | 0.33999 |
| 2023-06-01 | 0.00000 |
| 2023-07-01 | 1.21868 |
| 2023-08-01 | 0.00000 |
| 2023-09-01 | 0.56460 |
| 2023-10-01 | 0.68494 |
| 2023-11-01 | 0.22078 |
| 2023-12-01 | 0.74064 |
| 2024-01-01 | 0.35411 |
| 2024-02-01 | 0.38037 |
| 2024-03-01 | 0.71921 |
| 2024-04-01 | 0.33551 |
| 2024-05-01 | 0.62375 |
| 2024-06-01 | 0.74637 |
| 2024-07-01 | 0.00000 |
| 2024-08-01 | 1.41858 |
| 2024-09-01 | 0.00000 |
| 2024-10-01 | 0.93897 |
| 2024-11-01 | 0.97496 |
| 2024-12-01 | 0.45194 |
