Table Data - Equity Market Volatility Tracker: Energy And Environmental Regulation
| Title | Equity Market Volatility Tracker: Energy And Environmental Regulation |
|---|---|
| Series ID | EMVENRGYENVREG |
| 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 8:01 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 | 0.24223 |
| 1985-02-01 | 0.24261 |
| 1985-03-01 | 0.16538 |
| 1985-04-01 | 0.00000 |
| 1985-05-01 | 0.06602 |
| 1985-06-01 | 0.39470 |
| 1985-07-01 | 0.08192 |
| 1985-08-01 | 0.08383 |
| 1985-09-01 | 0.29129 |
| 1985-10-01 | 0.06266 |
| 1985-11-01 | 0.07182 |
| 1985-12-01 | 0.19240 |
| 1986-01-01 | 0.13151 |
| 1986-02-01 | 0.32317 |
| 1986-03-01 | 0.26696 |
| 1986-04-01 | 0.45680 |
| 1986-05-01 | 0.41653 |
| 1986-06-01 | 0.12178 |
| 1986-07-01 | 0.21859 |
| 1986-08-01 | 0.06787 |
| 1986-09-01 | 0.20675 |
| 1986-10-01 | 0.32023 |
| 1986-11-01 | 0.31304 |
| 1986-12-01 | 0.05830 |
| 1987-01-01 | 0.29699 |
| 1987-02-01 | 0.11769 |
| 1987-03-01 | 0.15801 |
| 1987-04-01 | 0.05726 |
| 1987-05-01 | 0.17415 |
| 1987-06-01 | 0.16557 |
| 1987-07-01 | 0.21563 |
| 1987-08-01 | 0.20876 |
| 1987-09-01 | 0.24492 |
| 1987-10-01 | 0.27444 |
| 1987-11-01 | 0.22516 |
| 1987-12-01 | 0.21816 |
| 1988-01-01 | 0.49348 |
| 1988-02-01 | 0.16547 |
| 1988-03-01 | 0.20179 |
| 1988-04-01 | 0.27572 |
| 1988-05-01 | 0.27587 |
| 1988-06-01 | 0.15202 |
| 1988-07-01 | 0.30023 |
| 1988-08-01 | 0.37770 |
| 1988-09-01 | 0.20132 |
| 1988-10-01 | 0.36267 |
| 1988-11-01 | 0.35503 |
| 1988-12-01 | 0.24898 |
| 1989-01-01 | 0.21868 |
| 1989-02-01 | 0.34208 |
| 1989-03-01 | 0.09108 |
| 1989-04-01 | 0.23042 |
| 1989-05-01 | 0.15026 |
| 1989-06-01 | 0.14999 |
| 1989-07-01 | 0.31250 |
| 1989-08-01 | 0.36929 |
| 1989-09-01 | 0.19579 |
| 1989-10-01 | 0.04739 |
| 1989-11-01 | 0.35147 |
| 1989-12-01 | 0.10051 |
| 1990-01-01 | 0.19286 |
| 1990-02-01 | 0.11845 |
| 1990-03-01 | 0.17819 |
| 1990-04-01 | 0.09955 |
| 1990-05-01 | 0.04201 |
| 1990-06-01 | 0.53919 |
| 1990-07-01 | 0.16909 |
| 1990-08-01 | 0.28566 |
| 1990-09-01 | 0.20183 |
| 1990-10-01 | 0.30843 |
| 1990-11-01 | 0.04717 |
| 1990-12-01 | 0.26932 |
| 1991-01-01 | 0.15628 |
| 1991-02-01 | 0.19489 |
| 1991-03-01 | 0.21645 |
| 1991-04-01 | 0.10955 |
| 1991-05-01 | 0.10444 |
| 1991-06-01 | 0.27432 |
| 1991-07-01 | 0.05713 |
| 1991-08-01 | 0.10503 |
| 1991-09-01 | 0.26360 |
| 1991-10-01 | 0.20606 |
| 1991-11-01 | 0.21762 |
| 1991-12-01 | 0.45849 |
| 1992-01-01 | 0.33104 |
| 1992-02-01 | 0.33904 |
| 1992-03-01 | 0.25559 |
| 1992-04-01 | 0.26681 |
| 1992-05-01 | 0.21277 |
| 1992-06-01 | 0.32743 |
| 1992-07-01 | 0.24780 |
| 1992-08-01 | 0.26350 |
| 1992-09-01 | 0.23434 |
| 1992-10-01 | 0.29540 |
| 1992-11-01 | 0.09634 |
| 1992-12-01 | 0.19431 |
| 1993-01-01 | 0.45153 |
| 1993-02-01 | 1.49044 |
| 1993-03-01 | 0.27496 |
| 1993-04-01 | 0.16361 |
| 1993-05-01 | 0.22962 |
| 1993-06-01 | 0.22630 |
| 1993-07-01 | 0.22902 |
| 1993-08-01 | 0.22745 |
| 1993-09-01 | 0.17298 |
| 1993-10-01 | 0.20600 |
| 1993-11-01 | 0.21445 |
| 1993-12-01 | 0.05307 |
| 1994-01-01 | 0.20678 |
| 1994-02-01 | 0.05356 |
| 1994-03-01 | 0.35962 |
| 1994-04-01 | 0.22963 |
| 1994-05-01 | 0.25314 |
| 1994-06-01 | 0.19714 |
| 1994-07-01 | 0.22853 |
| 1994-08-01 | 0.05104 |
| 1994-09-01 | 0.11257 |
| 1994-10-01 | 0.30033 |
| 1994-11-01 | 0.15692 |
| 1994-12-01 | 0.15243 |
| 1995-01-01 | 0.16327 |
| 1995-02-01 | 0.06281 |
| 1995-03-01 | 0.05458 |
| 1995-04-01 | 0.16230 |
| 1995-05-01 | 0.05413 |
| 1995-06-01 | 0.05778 |
| 1995-07-01 | 0.24346 |
| 1995-08-01 | 0.34416 |
| 1995-09-01 | 0.10773 |
| 1995-10-01 | 0.16445 |
| 1995-11-01 | 0.00000 |
| 1995-12-01 | 0.24244 |
| 1996-01-01 | 0.26500 |
| 1996-02-01 | 0.06277 |
| 1996-03-01 | 0.34886 |
| 1996-04-01 | 0.29257 |
| 1996-05-01 | 0.11135 |
| 1996-06-01 | 0.29939 |
| 1996-07-01 | 0.18742 |
| 1996-08-01 | 0.18777 |
| 1996-09-01 | 0.16630 |
| 1996-10-01 | 0.16648 |
| 1996-11-01 | 0.30036 |
| 1996-12-01 | 0.47502 |
| 1997-01-01 | 0.21927 |
| 1997-02-01 | 0.21950 |
| 1997-03-01 | 0.26326 |
| 1997-04-01 | 0.38845 |
| 1997-05-01 | 0.31446 |
| 1997-06-01 | 0.21032 |
| 1997-07-01 | 0.23056 |
| 1997-08-01 | 0.21002 |
| 1997-09-01 | 0.44625 |
| 1997-10-01 | 0.35110 |
| 1997-11-01 | 0.31173 |
| 1997-12-01 | 0.05193 |
| 1998-01-01 | 0.10666 |
| 1998-02-01 | 0.15686 |
| 1998-03-01 | 0.13523 |
| 1998-04-01 | 0.14678 |
| 1998-05-01 | 0.25042 |
| 1998-06-01 | 0.20820 |
| 1998-07-01 | 0.52443 |
| 1998-08-01 | 0.43805 |
| 1998-09-01 | 0.26175 |
| 1998-10-01 | 0.10290 |
| 1998-11-01 | 0.16977 |
| 1998-12-01 | 0.20847 |
| 1999-01-01 | 0.39556 |
| 1999-02-01 | 0.26933 |
| 1999-03-01 | 0.45754 |
| 1999-04-01 | 0.04816 |
| 1999-05-01 | 0.24113 |
| 1999-06-01 | 0.30002 |
| 1999-07-01 | 0.27716 |
| 1999-08-01 | 0.47403 |
| 1999-09-01 | 0.21557 |
| 1999-10-01 | 0.26216 |
| 1999-11-01 | 0.15853 |
| 1999-12-01 | 0.15862 |
| 2000-01-01 | 0.00000 |
| 2000-02-01 | 0.00000 |
| 2000-03-01 | 0.11301 |
| 2000-04-01 | 0.18325 |
| 2000-05-01 | 0.28590 |
| 2000-06-01 | 0.17218 |
| 2000-07-01 | 0.11048 |
| 2000-08-01 | 0.15971 |
| 2000-09-01 | 0.32159 |
| 2000-10-01 | 0.31690 |
| 2000-11-01 | 0.28016 |
| 2000-12-01 | 0.88585 |
| 2001-01-01 | 0.66221 |
| 2001-02-01 | 0.16803 |
| 2001-03-01 | 0.47037 |
| 2001-04-01 | 0.36920 |
| 2001-05-01 | 0.10832 |
| 2001-06-01 | 0.32500 |
| 2001-07-01 | 0.11244 |
| 2001-08-01 | 0.33376 |
| 2001-09-01 | 0.19435 |
| 2001-10-01 | 0.15441 |
| 2001-11-01 | 0.34735 |
| 2001-12-01 | 0.35647 |
| 2002-01-01 | 1.00637 |
| 2002-02-01 | 0.29095 |
| 2002-03-01 | 0.20848 |
| 2002-04-01 | 0.45783 |
| 2002-05-01 | 0.32244 |
| 2002-06-01 | 0.41040 |
| 2002-07-01 | 0.52509 |
| 2002-08-01 | 0.45987 |
| 2002-09-01 | 0.18732 |
| 2002-10-01 | 0.21477 |
| 2002-11-01 | 0.22739 |
| 2002-12-01 | 0.33533 |
| 2003-01-01 | 0.16496 |
| 2003-02-01 | 0.12122 |
| 2003-03-01 | 0.05373 |
| 2003-04-01 | 0.16109 |
| 2003-05-01 | 0.16009 |
| 2003-06-01 | 0.37135 |
| 2003-07-01 | 0.22363 |
| 2003-08-01 | 0.26994 |
| 2003-09-01 | 0.26702 |
| 2003-10-01 | 0.13499 |
| 2003-11-01 | 0.04793 |
| 2003-12-01 | 0.10602 |
| 2004-01-01 | 0.10573 |
| 2004-02-01 | 0.25981 |
| 2004-03-01 | 0.14511 |
| 2004-04-01 | 0.10307 |
| 2004-05-01 | 0.15680 |
| 2004-06-01 | 0.15666 |
| 2004-07-01 | 0.11105 |
| 2004-08-01 | 0.20639 |
| 2004-09-01 | 0.00000 |
| 2004-10-01 | 0.29936 |
| 2004-11-01 | 0.15709 |
| 2004-12-01 | 0.15462 |
| 2005-01-01 | 0.26127 |
| 2005-02-01 | 0.00000 |
| 2005-03-01 | 0.14426 |
| 2005-04-01 | 0.15338 |
| 2005-05-01 | 0.25602 |
| 2005-06-01 | 0.05226 |
| 2005-07-01 | 0.14190 |
| 2005-08-01 | 0.11417 |
| 2005-09-01 | 0.28744 |
| 2005-10-01 | 0.22703 |
| 2005-11-01 | 0.10356 |
| 2005-12-01 | 0.27980 |
| 2006-01-01 | 0.17043 |
| 2006-02-01 | 0.05057 |
| 2006-03-01 | 0.04653 |
| 2006-04-01 | 0.19470 |
| 2006-05-01 | 0.31640 |
| 2006-06-01 | 0.00000 |
| 2006-07-01 | 0.23049 |
| 2006-08-01 | 0.22336 |
| 2006-09-01 | 0.14786 |
| 2006-10-01 | 0.14396 |
| 2006-11-01 | 0.04378 |
| 2006-12-01 | 0.09405 |
| 2007-01-01 | 0.31575 |
| 2007-02-01 | 0.50807 |
| 2007-03-01 | 0.22984 |
| 2007-04-01 | 0.40562 |
| 2007-05-01 | 0.13671 |
| 2007-06-01 | 0.13979 |
| 2007-07-01 | 0.36165 |
| 2007-08-01 | 0.15622 |
| 2007-09-01 | 0.60057 |
| 2007-10-01 | 0.34170 |
| 2007-11-01 | 0.28795 |
| 2007-12-01 | 0.61716 |
| 2008-01-01 | 0.42657 |
| 2008-02-01 | 0.36027 |
| 2008-03-01 | 0.47433 |
| 2008-04-01 | 0.42136 |
| 2008-05-01 | 0.23720 |
| 2008-06-01 | 0.39866 |
| 2008-07-01 | 0.45082 |
| 2008-08-01 | 0.22883 |
| 2008-09-01 | 0.56028 |
| 2008-10-01 | 0.85462 |
| 2008-11-01 | 0.60115 |
| 2008-12-01 | 0.47513 |
| 2009-01-01 | 0.53627 |
| 2009-02-01 | 0.76998 |
| 2009-03-01 | 0.53873 |
| 2009-04-01 | 0.16575 |
| 2009-05-01 | 0.47346 |
| 2009-06-01 | 0.51902 |
| 2009-07-01 | 0.43797 |
| 2009-08-01 | 0.27380 |
| 2009-09-01 | 0.10489 |
| 2009-10-01 | 0.21295 |
| 2009-11-01 | 0.22985 |
| 2009-12-01 | 0.15161 |
| 2010-01-01 | 0.35236 |
| 2010-02-01 | 0.27737 |
| 2010-03-01 | 0.26825 |
| 2010-04-01 | 0.45560 |
| 2010-05-01 | 0.38555 |
| 2010-06-01 | 0.34090 |
| 2010-07-01 | 0.69567 |
| 2010-08-01 | 0.31893 |
| 2010-09-01 | 0.25981 |
| 2010-10-01 | 0.24812 |
| 2010-11-01 | 0.28435 |
| 2010-12-01 | 0.16464 |
| 2011-01-01 | 0.45811 |
| 2011-02-01 | 0.10912 |
| 2011-03-01 | 0.46989 |
| 2011-04-01 | 0.11083 |
| 2011-05-01 | 0.17825 |
| 2011-06-01 | 0.35552 |
| 2011-07-01 | 0.13409 |
| 2011-08-01 | 0.91193 |
| 2011-09-01 | 0.69785 |
| 2011-10-01 | 0.36061 |
| 2011-11-01 | 0.12113 |
| 2011-12-01 | 0.00000 |
| 2012-01-01 | 0.24175 |
| 2012-02-01 | 0.42708 |
| 2012-03-01 | 0.30604 |
| 2012-04-01 | 0.29416 |
| 2012-05-01 | 0.26739 |
| 2012-06-01 | 0.06845 |
| 2012-07-01 | 0.44107 |
| 2012-08-01 | 0.30882 |
| 2012-09-01 | 0.30514 |
| 2012-10-01 | 0.67140 |
| 2012-11-01 | 0.10882 |
| 2012-12-01 | 0.20396 |
| 2013-01-01 | 0.36416 |
| 2013-02-01 | 0.11793 |
| 2013-03-01 | 1.88333 |
| 2013-04-01 | 0.20183 |
| 2013-05-01 | 0.54669 |
| 2013-06-01 | 0.53690 |
| 2013-07-01 | 0.47176 |
| 2013-08-01 | 0.25779 |
| 2013-09-01 | 0.34294 |
| 2013-10-01 | 0.50170 |
| 2013-11-01 | 0.13216 |
| 2013-12-01 | 0.22773 |
| 2014-01-01 | 0.45716 |
| 2014-02-01 | 0.15988 |
| 2014-03-01 | 0.23822 |
| 2014-04-01 | 0.42853 |
| 2014-05-01 | 0.46782 |
| 2014-06-01 | 0.27279 |
| 2014-07-01 | 0.11911 |
| 2014-08-01 | 0.50047 |
| 2014-09-01 | 0.27965 |
| 2014-10-01 | 0.06093 |
| 2014-11-01 | 0.00000 |
| 2014-12-01 | 0.36489 |
| 2015-01-01 | 0.67639 |
| 2015-02-01 | 0.18279 |
| 2015-03-01 | 0.05812 |
| 2015-04-01 | 0.06794 |
| 2015-05-01 | 0.11657 |
| 2015-06-01 | 0.23323 |
| 2015-07-01 | 0.49997 |
| 2015-08-01 | 0.30861 |
| 2015-09-01 | 0.51322 |
| 2015-10-01 | 0.52738 |
| 2015-11-01 | 0.28125 |
| 2015-12-01 | 0.29796 |
| 2016-01-01 | 0.84481 |
| 2016-02-01 | 0.00000 |
| 2016-03-01 | 0.25840 |
| 2016-04-01 | 0.29223 |
| 2016-05-01 | 0.38833 |
| 2016-06-01 | 0.19179 |
| 2016-07-01 | 0.17915 |
| 2016-08-01 | 0.10238 |
| 2016-09-01 | 0.25332 |
| 2016-10-01 | 0.19825 |
| 2016-11-01 | 0.57388 |
| 2016-12-01 | 0.19952 |
| 2017-01-01 | 0.20743 |
| 2017-02-01 | 0.22106 |
| 2017-03-01 | 0.09501 |
| 2017-04-01 | 0.35497 |
| 2017-05-01 | 0.00000 |
| 2017-06-01 | 0.22031 |
| 2017-07-01 | 0.33120 |
| 2017-08-01 | 0.11794 |
| 2017-09-01 | 0.17242 |
| 2017-10-01 | 0.35782 |
| 2017-11-01 | 0.24581 |
| 2017-12-01 | 0.54547 |
| 2018-01-01 | 0.48047 |
| 2018-02-01 | 0.24542 |
| 2018-03-01 | 0.10931 |
| 2018-04-01 | 0.10401 |
| 2018-05-01 | 0.76543 |
| 2018-06-01 | 0.33987 |
| 2018-07-01 | 0.11754 |
| 2018-08-01 | 0.22533 |
| 2018-09-01 | 0.30816 |
| 2018-10-01 | 0.47545 |
| 2018-11-01 | 0.30417 |
| 2018-12-01 | 0.60372 |
| 2019-01-01 | 0.88731 |
| 2019-02-01 | 0.12540 |
| 2019-03-01 | 0.29462 |
| 2019-04-01 | 0.62171 |
| 2019-05-01 | 0.12598 |
| 2019-06-01 | 0.13839 |
| 2019-07-01 | 0.17024 |
| 2019-08-01 | 0.14636 |
| 2019-09-01 | 0.58535 |
| 2019-10-01 | 0.10630 |
| 2019-11-01 | 0.30004 |
| 2019-12-01 | 0.47224 |
| 2020-01-01 | 0.79111 |
| 2020-02-01 | 1.17195 |
| 2020-03-01 | 0.65492 |
| 2020-04-01 | 0.35154 |
| 2020-05-01 | 0.62703 |
| 2020-06-01 | 0.18618 |
| 2020-07-01 | 0.15555 |
| 2020-08-01 | 0.16303 |
| 2020-09-01 | 0.00000 |
| 2020-10-01 | 0.51584 |
| 2020-11-01 | 0.15296 |
| 2020-12-01 | 0.33921 |
| 2021-01-01 | 0.34306 |
| 2021-02-01 | 0.32151 |
| 2021-03-01 | 0.48066 |
| 2021-04-01 | 0.32256 |
| 2021-05-01 | 1.07362 |
| 2021-06-01 | 0.51051 |
| 2021-07-01 | 0.12134 |
| 2021-08-01 | 0.17229 |
| 2021-09-01 | 0.33784 |
| 2021-10-01 | 0.00000 |
| 2021-11-01 | 0.00000 |
| 2021-12-01 | 0.00000 |
| 2022-01-01 | 0.00000 |
| 2022-02-01 | 0.31543 |
| 2022-03-01 | 0.40203 |
| 2022-04-01 | 0.00000 |
| 2022-05-01 | 0.00000 |
| 2022-06-01 | 0.00000 |
| 2022-07-01 | 0.63729 |
| 2022-08-01 | 0.54389 |
| 2022-09-01 | 0.00000 |
| 2022-10-01 | 0.00000 |
| 2022-11-01 | 0.00000 |
| 2022-12-01 | 0.00000 |
| 2023-01-01 | 0.00000 |
| 2023-02-01 | 0.00000 |
| 2023-03-01 | 0.00000 |
| 2023-04-01 | 0.63768 |
| 2023-05-01 | 0.33999 |
| 2023-06-01 | 0.00000 |
| 2023-07-01 | 0.00000 |
| 2023-08-01 | 0.00000 |
| 2023-09-01 | 0.00000 |
| 2023-10-01 | 0.00000 |
| 2023-11-01 | 0.00000 |
| 2023-12-01 | 0.00000 |
| 2024-01-01 | 0.00000 |
| 2024-02-01 | 0.00000 |
| 2024-03-01 | 0.35960 |
| 2024-04-01 | 0.00000 |
| 2024-05-01 | 0.00000 |
| 2024-06-01 | 0.74637 |
| 2024-07-01 | 0.00000 |
| 2024-08-01 | 0.15762 |
| 2024-09-01 | 0.00000 |
| 2024-10-01 | 0.18786 |
| 2024-11-01 | 0.20631 |
