Table Data - Equity Market Volatility Tracker: Competition Policy
| Title | Equity Market Volatility Tracker: Competition Policy |
|---|---|
| Series ID | EMVCOMPPOL |
| 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 | 0.64594 |
| 1985-02-01 | 1.13217 |
| 1985-03-01 | 0.49613 |
| 1985-04-01 | 0.49902 |
| 1985-05-01 | 0.19805 |
| 1985-06-01 | 0.26314 |
| 1985-07-01 | 0.16384 |
| 1985-08-01 | 0.50296 |
| 1985-09-01 | 0.29129 |
| 1985-10-01 | 0.06266 |
| 1985-11-01 | 0.21545 |
| 1985-12-01 | 0.19240 |
| 1986-01-01 | 0.06576 |
| 1986-02-01 | 0.24238 |
| 1986-03-01 | 0.93436 |
| 1986-04-01 | 0.84834 |
| 1986-05-01 | 0.83305 |
| 1986-06-01 | 0.24357 |
| 1986-07-01 | 0.07286 |
| 1986-08-01 | 0.74658 |
| 1986-09-01 | 0.68916 |
| 1986-10-01 | 0.57641 |
| 1986-11-01 | 0.87652 |
| 1986-12-01 | 0.87451 |
| 1987-01-01 | 1.18795 |
| 1987-02-01 | 0.11769 |
| 1987-03-01 | 0.79006 |
| 1987-04-01 | 0.80164 |
| 1987-05-01 | 1.39323 |
| 1987-06-01 | 0.99340 |
| 1987-07-01 | 0.59298 |
| 1987-08-01 | 1.72230 |
| 1987-09-01 | 0.88172 |
| 1987-10-01 | 1.20754 |
| 1987-11-01 | 0.61918 |
| 1987-12-01 | 0.21816 |
| 1988-01-01 | 0.71281 |
| 1988-02-01 | 0.33094 |
| 1988-03-01 | 0.25224 |
| 1988-04-01 | 0.27572 |
| 1988-05-01 | 0.16552 |
| 1988-06-01 | 0.20269 |
| 1988-07-01 | 0.18014 |
| 1988-08-01 | 0.16187 |
| 1988-09-01 | 0.20132 |
| 1988-10-01 | 0.41449 |
| 1988-11-01 | 0.50718 |
| 1988-12-01 | 0.69713 |
| 1989-01-01 | 0.21868 |
| 1989-02-01 | 0.28507 |
| 1989-03-01 | 0.13661 |
| 1989-04-01 | 0.92167 |
| 1989-05-01 | 0.10018 |
| 1989-06-01 | 1.29992 |
| 1989-07-01 | 0.36458 |
| 1989-08-01 | 1.00235 |
| 1989-09-01 | 0.14685 |
| 1989-10-01 | 0.80556 |
| 1989-11-01 | 0.50210 |
| 1989-12-01 | 0.05025 |
| 1990-01-01 | 0.28930 |
| 1990-02-01 | 0.29612 |
| 1990-03-01 | 0.22274 |
| 1990-04-01 | 0.34843 |
| 1990-05-01 | 0.25208 |
| 1990-06-01 | 0.19607 |
| 1990-07-01 | 0.22546 |
| 1990-08-01 | 0.04761 |
| 1990-09-01 | 0.15138 |
| 1990-10-01 | 0.15422 |
| 1990-11-01 | 0.18869 |
| 1990-12-01 | 0.16159 |
| 1991-01-01 | 0.31256 |
| 1991-02-01 | 0.12992 |
| 1991-03-01 | 0.16234 |
| 1991-04-01 | 0.32864 |
| 1991-05-01 | 0.15665 |
| 1991-06-01 | 1.15216 |
| 1991-07-01 | 0.51417 |
| 1991-08-01 | 0.47261 |
| 1991-09-01 | 1.05438 |
| 1991-10-01 | 0.15454 |
| 1991-11-01 | 0.54406 |
| 1991-12-01 | 0.81510 |
| 1992-01-01 | 0.82759 |
| 1992-02-01 | 1.52570 |
| 1992-03-01 | 0.15335 |
| 1992-04-01 | 0.96053 |
| 1992-05-01 | 0.53193 |
| 1992-06-01 | 0.98229 |
| 1992-07-01 | 0.99121 |
| 1992-08-01 | 0.13175 |
| 1992-09-01 | 0.74987 |
| 1992-10-01 | 0.59080 |
| 1992-11-01 | 0.67435 |
| 1992-12-01 | 0.68008 |
| 1993-01-01 | 0.39509 |
| 1993-02-01 | 0.59617 |
| 1993-03-01 | 0.93487 |
| 1993-04-01 | 0.49082 |
| 1993-05-01 | 0.34442 |
| 1993-06-01 | 0.62233 |
| 1993-07-01 | 0.97332 |
| 1993-08-01 | 0.11373 |
| 1993-09-01 | 0.69191 |
| 1993-10-01 | 0.51500 |
| 1993-11-01 | 0.16083 |
| 1993-12-01 | 0.31839 |
| 1994-01-01 | 0.51696 |
| 1994-02-01 | 0.32139 |
| 1994-03-01 | 0.66786 |
| 1994-04-01 | 0.45925 |
| 1994-05-01 | 0.10126 |
| 1994-06-01 | 0.29571 |
| 1994-07-01 | 0.28566 |
| 1994-08-01 | 0.20417 |
| 1994-09-01 | 1.06944 |
| 1994-10-01 | 1.80198 |
| 1994-11-01 | 0.78458 |
| 1994-12-01 | 0.35566 |
| 1995-01-01 | 0.48980 |
| 1995-02-01 | 0.50251 |
| 1995-03-01 | 0.49125 |
| 1995-04-01 | 0.32461 |
| 1995-05-01 | 0.27065 |
| 1995-06-01 | 0.11555 |
| 1995-07-01 | 0.36519 |
| 1995-08-01 | 0.51624 |
| 1995-09-01 | 0.16159 |
| 1995-10-01 | 0.21927 |
| 1995-11-01 | 0.00000 |
| 1995-12-01 | 0.30305 |
| 1996-01-01 | 0.33124 |
| 1996-02-01 | 0.43937 |
| 1996-03-01 | 0.29071 |
| 1996-04-01 | 0.40960 |
| 1996-05-01 | 0.27837 |
| 1996-06-01 | 1.07780 |
| 1996-07-01 | 0.43732 |
| 1996-08-01 | 0.50071 |
| 1996-09-01 | 0.88695 |
| 1996-10-01 | 0.44395 |
| 1996-11-01 | 0.30036 |
| 1996-12-01 | 0.35626 |
| 1997-01-01 | 0.32890 |
| 1997-02-01 | 0.71339 |
| 1997-03-01 | 2.00077 |
| 1997-04-01 | 0.38845 |
| 1997-05-01 | 0.52410 |
| 1997-06-01 | 2.36605 |
| 1997-07-01 | 0.34585 |
| 1997-08-01 | 0.26253 |
| 1997-09-01 | 1.43791 |
| 1997-10-01 | 0.25079 |
| 1997-11-01 | 1.87038 |
| 1997-12-01 | 0.46737 |
| 1998-01-01 | 0.63995 |
| 1998-02-01 | 1.25491 |
| 1998-03-01 | 1.35228 |
| 1998-04-01 | 1.95711 |
| 1998-05-01 | 0.75127 |
| 1998-06-01 | 1.61352 |
| 1998-07-01 | 0.68176 |
| 1998-08-01 | 0.60232 |
| 1998-09-01 | 0.68056 |
| 1998-10-01 | 2.00662 |
| 1998-11-01 | 0.33954 |
| 1998-12-01 | 0.57328 |
| 1999-01-01 | 0.67810 |
| 1999-02-01 | 0.21547 |
| 1999-03-01 | 1.77933 |
| 1999-04-01 | 0.72244 |
| 1999-05-01 | 0.48226 |
| 1999-06-01 | 1.80013 |
| 1999-07-01 | 0.66518 |
| 1999-08-01 | 2.13312 |
| 1999-09-01 | 1.61680 |
| 1999-10-01 | 2.46431 |
| 1999-11-01 | 0.31706 |
| 1999-12-01 | 1.85059 |
| 2000-01-01 | 0.46835 |
| 2000-02-01 | 0.29284 |
| 2000-03-01 | 0.62154 |
| 2000-04-01 | 0.67190 |
| 2000-05-01 | 0.57181 |
| 2000-06-01 | 0.63133 |
| 2000-07-01 | 0.60762 |
| 2000-08-01 | 0.21295 |
| 2000-09-01 | 0.48238 |
| 2000-10-01 | 0.52817 |
| 2000-11-01 | 0.33619 |
| 2000-12-01 | 0.50620 |
| 2001-01-01 | 0.33110 |
| 2001-02-01 | 0.50410 |
| 2001-03-01 | 0.36585 |
| 2001-04-01 | 0.26371 |
| 2001-05-01 | 0.21663 |
| 2001-06-01 | 0.21666 |
| 2001-07-01 | 0.33731 |
| 2001-08-01 | 0.55626 |
| 2001-09-01 | 0.38870 |
| 2001-10-01 | 0.20588 |
| 2001-11-01 | 0.23157 |
| 2001-12-01 | 0.23765 |
| 2002-01-01 | 0.53278 |
| 2002-02-01 | 0.46552 |
| 2002-03-01 | 0.57332 |
| 2002-04-01 | 0.57229 |
| 2002-05-01 | 0.21496 |
| 2002-06-01 | 0.41040 |
| 2002-07-01 | 0.72200 |
| 2002-08-01 | 0.32848 |
| 2002-09-01 | 0.62440 |
| 2002-10-01 | 0.26846 |
| 2002-11-01 | 0.34109 |
| 2002-12-01 | 0.22355 |
| 2003-01-01 | 0.71484 |
| 2003-02-01 | 0.36367 |
| 2003-03-01 | 0.37610 |
| 2003-04-01 | 0.59067 |
| 2003-05-01 | 0.53365 |
| 2003-06-01 | 0.37135 |
| 2003-07-01 | 0.55908 |
| 2003-08-01 | 0.16196 |
| 2003-09-01 | 0.64085 |
| 2003-10-01 | 0.40496 |
| 2003-11-01 | 0.38347 |
| 2003-12-01 | 0.21205 |
| 2004-01-01 | 0.15859 |
| 2004-02-01 | 0.20785 |
| 2004-03-01 | 0.29022 |
| 2004-04-01 | 0.30921 |
| 2004-05-01 | 0.26133 |
| 2004-06-01 | 0.31332 |
| 2004-07-01 | 0.16657 |
| 2004-08-01 | 0.20639 |
| 2004-09-01 | 0.10215 |
| 2004-10-01 | 0.39914 |
| 2004-11-01 | 0.31419 |
| 2004-12-01 | 0.25769 |
| 2005-01-01 | 0.47028 |
| 2005-02-01 | 0.11060 |
| 2005-03-01 | 0.14426 |
| 2005-04-01 | 0.40901 |
| 2005-05-01 | 0.15361 |
| 2005-06-01 | 0.20905 |
| 2005-07-01 | 0.33111 |
| 2005-08-01 | 0.28544 |
| 2005-09-01 | 0.19163 |
| 2005-10-01 | 0.22703 |
| 2005-11-01 | 0.10356 |
| 2005-12-01 | 0.33576 |
| 2006-01-01 | 0.34086 |
| 2006-02-01 | 0.10114 |
| 2006-03-01 | 0.18610 |
| 2006-04-01 | 0.00000 |
| 2006-05-01 | 0.36913 |
| 2006-06-01 | 0.17092 |
| 2006-07-01 | 0.00000 |
| 2006-08-01 | 0.27920 |
| 2006-09-01 | 0.19715 |
| 2006-10-01 | 0.04799 |
| 2006-11-01 | 0.43783 |
| 2006-12-01 | 0.04703 |
| 2007-01-01 | 0.18043 |
| 2007-02-01 | 0.35565 |
| 2007-03-01 | 0.36774 |
| 2007-04-01 | 0.22534 |
| 2007-05-01 | 0.41013 |
| 2007-06-01 | 0.23299 |
| 2007-07-01 | 0.46497 |
| 2007-08-01 | 0.62489 |
| 2007-09-01 | 0.50047 |
| 2007-10-01 | 0.19526 |
| 2007-11-01 | 0.28795 |
| 2007-12-01 | 0.25715 |
| 2008-01-01 | 0.21329 |
| 2008-02-01 | 0.82347 |
| 2008-03-01 | 0.28460 |
| 2008-04-01 | 0.14045 |
| 2008-05-01 | 0.37952 |
| 2008-06-01 | 0.31007 |
| 2008-07-01 | 0.28177 |
| 2008-08-01 | 0.18307 |
| 2008-09-01 | 0.49803 |
| 2008-10-01 | 0.85462 |
| 2008-11-01 | 0.48092 |
| 2008-12-01 | 0.29695 |
| 2009-01-01 | 0.65544 |
| 2009-02-01 | 0.38499 |
| 2009-03-01 | 0.53873 |
| 2009-04-01 | 0.33151 |
| 2009-05-01 | 0.29591 |
| 2009-06-01 | 0.64877 |
| 2009-07-01 | 0.21898 |
| 2009-08-01 | 0.27380 |
| 2009-09-01 | 0.31468 |
| 2009-10-01 | 0.42591 |
| 2009-11-01 | 0.45970 |
| 2009-12-01 | 0.30323 |
| 2010-01-01 | 0.70471 |
| 2010-02-01 | 0.49926 |
| 2010-03-01 | 0.48286 |
| 2010-04-01 | 0.39865 |
| 2010-05-01 | 0.49571 |
| 2010-06-01 | 0.22726 |
| 2010-07-01 | 0.40581 |
| 2010-08-01 | 0.10631 |
| 2010-09-01 | 0.15589 |
| 2010-10-01 | 0.34737 |
| 2010-11-01 | 0.39809 |
| 2010-12-01 | 0.10976 |
| 2011-01-01 | 0.57264 |
| 2011-02-01 | 0.49103 |
| 2011-03-01 | 0.41116 |
| 2011-04-01 | 0.38790 |
| 2011-05-01 | 0.47534 |
| 2011-06-01 | 0.59254 |
| 2011-07-01 | 0.80455 |
| 2011-08-01 | 0.75994 |
| 2011-09-01 | 0.57097 |
| 2011-10-01 | 0.90153 |
| 2011-11-01 | 0.60564 |
| 2011-12-01 | 0.40533 |
| 2012-01-01 | 0.54394 |
| 2012-02-01 | 0.56944 |
| 2012-03-01 | 0.67330 |
| 2012-04-01 | 0.23533 |
| 2012-05-01 | 0.33424 |
| 2012-06-01 | 0.41068 |
| 2012-07-01 | 0.36756 |
| 2012-08-01 | 0.18529 |
| 2012-09-01 | 0.54926 |
| 2012-10-01 | 0.27975 |
| 2012-11-01 | 0.32647 |
| 2012-12-01 | 0.56090 |
| 2013-01-01 | 0.31864 |
| 2013-02-01 | 0.31447 |
| 2013-03-01 | 0.39419 |
| 2013-04-01 | 0.20183 |
| 2013-05-01 | 0.49699 |
| 2013-06-01 | 0.29286 |
| 2013-07-01 | 0.15725 |
| 2013-08-01 | 0.15467 |
| 2013-09-01 | 0.11431 |
| 2013-10-01 | 0.33447 |
| 2013-11-01 | 0.33039 |
| 2013-12-01 | 0.28466 |
| 2014-01-01 | 0.68574 |
| 2014-02-01 | 0.26646 |
| 2014-03-01 | 0.35734 |
| 2014-04-01 | 0.61218 |
| 2014-05-01 | 0.35087 |
| 2014-06-01 | 0.16367 |
| 2014-07-01 | 0.17867 |
| 2014-08-01 | 0.38926 |
| 2014-09-01 | 0.22372 |
| 2014-10-01 | 0.36555 |
| 2014-11-01 | 0.19299 |
| 2014-12-01 | 0.42570 |
| 2015-01-01 | 0.20292 |
| 2015-02-01 | 0.18279 |
| 2015-03-01 | 0.29058 |
| 2015-04-01 | 0.13589 |
| 2015-05-01 | 0.11657 |
| 2015-06-01 | 0.46647 |
| 2015-07-01 | 0.35712 |
| 2015-08-01 | 0.46291 |
| 2015-09-01 | 0.21995 |
| 2015-10-01 | 0.19777 |
| 2015-11-01 | 0.28125 |
| 2015-12-01 | 0.14898 |
| 2016-01-01 | 0.25344 |
| 2016-02-01 | 0.10193 |
| 2016-03-01 | 0.00000 |
| 2016-04-01 | 0.14611 |
| 2016-05-01 | 0.09708 |
| 2016-06-01 | 0.28769 |
| 2016-07-01 | 0.44788 |
| 2016-08-01 | 0.20476 |
| 2016-09-01 | 0.25332 |
| 2016-10-01 | 0.19825 |
| 2016-11-01 | 0.34433 |
| 2016-12-01 | 0.19952 |
| 2017-01-01 | 0.20743 |
| 2017-02-01 | 0.33159 |
| 2017-03-01 | 0.28504 |
| 2017-04-01 | 0.47330 |
| 2017-05-01 | 0.29013 |
| 2017-06-01 | 0.11015 |
| 2017-07-01 | 0.00000 |
| 2017-08-01 | 0.00000 |
| 2017-09-01 | 0.25864 |
| 2017-10-01 | 0.08946 |
| 2017-11-01 | 0.00000 |
| 2017-12-01 | 0.13637 |
| 2018-01-01 | 0.12012 |
| 2018-02-01 | 0.00000 |
| 2018-03-01 | 0.32793 |
| 2018-04-01 | 0.20802 |
| 2018-05-01 | 0.12757 |
| 2018-06-01 | 0.11329 |
| 2018-07-01 | 0.11754 |
| 2018-08-01 | 0.11267 |
| 2018-09-01 | 0.15408 |
| 2018-10-01 | 0.47545 |
| 2018-11-01 | 0.15209 |
| 2018-12-01 | 0.30186 |
| 2019-01-01 | 0.29577 |
| 2019-02-01 | 0.37621 |
| 2019-03-01 | 0.14731 |
| 2019-04-01 | 0.00000 |
| 2019-05-01 | 0.12598 |
| 2019-06-01 | 0.13839 |
| 2019-07-01 | 0.51071 |
| 2019-08-01 | 0.00000 |
| 2019-09-01 | 0.00000 |
| 2019-10-01 | 0.00000 |
| 2019-11-01 | 0.00000 |
| 2019-12-01 | 0.00000 |
| 2020-01-01 | 0.00000 |
| 2020-02-01 | 0.66969 |
| 2020-03-01 | 0.16373 |
| 2020-04-01 | 0.35154 |
| 2020-05-01 | 0.41802 |
| 2020-06-01 | 0.55853 |
| 2020-07-01 | 0.31110 |
| 2020-08-01 | 0.32606 |
| 2020-09-01 | 0.15390 |
| 2020-10-01 | 0.17195 |
| 2020-11-01 | 0.15296 |
| 2020-12-01 | 0.33921 |
| 2021-01-01 | 0.00000 |
| 2021-02-01 | 0.32151 |
| 2021-03-01 | 0.00000 |
| 2021-04-01 | 0.16128 |
| 2021-05-01 | 0.15337 |
| 2021-06-01 | 0.34034 |
| 2021-07-01 | 0.48536 |
| 2021-08-01 | 0.17229 |
| 2021-09-01 | 0.00000 |
| 2021-10-01 | 0.00000 |
| 2021-11-01 | 0.14278 |
| 2021-12-01 | 0.14909 |
| 2022-01-01 | 0.00000 |
| 2022-02-01 | 0.31543 |
| 2022-03-01 | 0.00000 |
| 2022-04-01 | 0.31735 |
| 2022-05-01 | 0.00000 |
| 2022-06-01 | 0.00000 |
| 2022-07-01 | 0.00000 |
| 2022-08-01 | 0.43511 |
| 2022-09-01 | 0.12218 |
| 2022-10-01 | 0.00000 |
| 2022-11-01 | 0.00000 |
| 2022-12-01 | 0.00000 |
| 2023-01-01 | 0.00000 |
| 2023-02-01 | 0.35522 |
| 2023-03-01 | 0.00000 |
| 2023-04-01 | 0.47826 |
| 2023-05-01 | 0.00000 |
| 2023-06-01 | 0.00000 |
| 2023-07-01 | 0.17410 |
| 2023-08-01 | 0.00000 |
| 2023-09-01 | 0.56460 |
| 2023-10-01 | 0.68494 |
| 2023-11-01 | 0.00000 |
| 2023-12-01 | 0.18516 |
| 2024-01-01 | 0.35411 |
| 2024-02-01 | 0.00000 |
| 2024-03-01 | 0.71921 |
| 2024-04-01 | 0.00000 |
| 2024-05-01 | 0.00000 |
| 2024-06-01 | 0.00000 |
| 2024-07-01 | 0.00000 |
| 2024-08-01 | 0.15762 |
| 2024-09-01 | 0.00000 |
| 2024-10-01 | 0.37572 |
| 2024-11-01 | 0.61892 |
