Table Data - Equity Market Volatility Tracker: Financial Crises
| Title | Equity Market Volatility Tracker: Financial Crises |
|---|---|
| Series ID | EMVFINCRISES |
| 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 | 0.08074 |
| 1985-02-01 | 0.16174 |
| 1985-03-01 | 0.00000 |
| 1985-04-01 | 0.07129 |
| 1985-05-01 | 0.00000 |
| 1985-06-01 | 0.06578 |
| 1985-07-01 | 0.00000 |
| 1985-08-01 | 0.41913 |
| 1985-09-01 | 0.07282 |
| 1985-10-01 | 0.06266 |
| 1985-11-01 | 0.00000 |
| 1985-12-01 | 0.06413 |
| 1986-01-01 | 0.06576 |
| 1986-02-01 | 0.08079 |
| 1986-03-01 | 0.00000 |
| 1986-04-01 | 0.06526 |
| 1986-05-01 | 0.13884 |
| 1986-06-01 | 0.00000 |
| 1986-07-01 | 0.07286 |
| 1986-08-01 | 0.06787 |
| 1986-09-01 | 0.06892 |
| 1986-10-01 | 0.06405 |
| 1986-11-01 | 0.12522 |
| 1986-12-01 | 0.00000 |
| 1987-01-01 | 0.11880 |
| 1987-02-01 | 0.29422 |
| 1987-03-01 | 0.21068 |
| 1987-04-01 | 0.00000 |
| 1987-05-01 | 0.11610 |
| 1987-06-01 | 0.11038 |
| 1987-07-01 | 0.00000 |
| 1987-08-01 | 0.05219 |
| 1987-09-01 | 0.19594 |
| 1987-10-01 | 1.26242 |
| 1987-11-01 | 1.06949 |
| 1987-12-01 | 0.43633 |
| 1988-01-01 | 0.16449 |
| 1988-02-01 | 0.16547 |
| 1988-03-01 | 0.10090 |
| 1988-04-01 | 0.33087 |
| 1988-05-01 | 0.11035 |
| 1988-06-01 | 0.20269 |
| 1988-07-01 | 0.12009 |
| 1988-08-01 | 0.00000 |
| 1988-09-01 | 0.05033 |
| 1988-10-01 | 0.36267 |
| 1988-11-01 | 0.30431 |
| 1988-12-01 | 0.19918 |
| 1989-01-01 | 0.21868 |
| 1989-02-01 | 0.00000 |
| 1989-03-01 | 0.09108 |
| 1989-04-01 | 0.00000 |
| 1989-05-01 | 0.00000 |
| 1989-06-01 | 0.09999 |
| 1989-07-01 | 0.05208 |
| 1989-08-01 | 0.05276 |
| 1989-09-01 | 0.09790 |
| 1989-10-01 | 0.66340 |
| 1989-11-01 | 0.15063 |
| 1989-12-01 | 0.25126 |
| 1990-01-01 | 0.14465 |
| 1990-02-01 | 0.59225 |
| 1990-03-01 | 0.13364 |
| 1990-04-01 | 0.04978 |
| 1990-05-01 | 0.08403 |
| 1990-06-01 | 0.34312 |
| 1990-07-01 | 0.11273 |
| 1990-08-01 | 0.09522 |
| 1990-09-01 | 0.00000 |
| 1990-10-01 | 0.25703 |
| 1990-11-01 | 0.14152 |
| 1990-12-01 | 0.21546 |
| 1991-01-01 | 0.26046 |
| 1991-02-01 | 0.06496 |
| 1991-03-01 | 0.00000 |
| 1991-04-01 | 0.00000 |
| 1991-05-01 | 0.15665 |
| 1991-06-01 | 0.10973 |
| 1991-07-01 | 0.00000 |
| 1991-08-01 | 0.15754 |
| 1991-09-01 | 0.05272 |
| 1991-10-01 | 0.10303 |
| 1991-11-01 | 0.10881 |
| 1991-12-01 | 0.20377 |
| 1992-01-01 | 0.05517 |
| 1992-02-01 | 0.11301 |
| 1992-03-01 | 0.15335 |
| 1992-04-01 | 0.16009 |
| 1992-05-01 | 0.15958 |
| 1992-06-01 | 0.00000 |
| 1992-07-01 | 0.04956 |
| 1992-08-01 | 0.13175 |
| 1992-09-01 | 0.32807 |
| 1992-10-01 | 0.14770 |
| 1992-11-01 | 0.09634 |
| 1992-12-01 | 0.19431 |
| 1993-01-01 | 0.16933 |
| 1993-02-01 | 0.05962 |
| 1993-03-01 | 0.05499 |
| 1993-04-01 | 0.16361 |
| 1993-05-01 | 0.11481 |
| 1993-06-01 | 0.11315 |
| 1993-07-01 | 0.17176 |
| 1993-08-01 | 0.11373 |
| 1993-09-01 | 0.11532 |
| 1993-10-01 | 0.05150 |
| 1993-11-01 | 0.10722 |
| 1993-12-01 | 0.31839 |
| 1994-01-01 | 0.05170 |
| 1994-02-01 | 0.10713 |
| 1994-03-01 | 0.05137 |
| 1994-04-01 | 0.11481 |
| 1994-05-01 | 0.10126 |
| 1994-06-01 | 0.00000 |
| 1994-07-01 | 0.05713 |
| 1994-08-01 | 0.00000 |
| 1994-09-01 | 0.05629 |
| 1994-10-01 | 0.00000 |
| 1994-11-01 | 0.00000 |
| 1994-12-01 | 2.89612 |
| 1995-01-01 | 2.72111 |
| 1995-02-01 | 2.44971 |
| 1995-03-01 | 1.41916 |
| 1995-04-01 | 1.02792 |
| 1995-05-01 | 0.16239 |
| 1995-06-01 | 0.11555 |
| 1995-07-01 | 0.30433 |
| 1995-08-01 | 0.28680 |
| 1995-09-01 | 0.26932 |
| 1995-10-01 | 0.27409 |
| 1995-11-01 | 0.41221 |
| 1995-12-01 | 0.06061 |
| 1996-01-01 | 0.39749 |
| 1996-02-01 | 0.31384 |
| 1996-03-01 | 0.05814 |
| 1996-04-01 | 0.05851 |
| 1996-05-01 | 0.05567 |
| 1996-06-01 | 0.23951 |
| 1996-07-01 | 0.31237 |
| 1996-08-01 | 0.06259 |
| 1996-09-01 | 0.05543 |
| 1996-10-01 | 0.11099 |
| 1996-11-01 | 0.30036 |
| 1996-12-01 | 0.35626 |
| 1997-01-01 | 0.43854 |
| 1997-02-01 | 0.05488 |
| 1997-03-01 | 0.10530 |
| 1997-04-01 | 0.05549 |
| 1997-05-01 | 0.05241 |
| 1997-06-01 | 0.00000 |
| 1997-07-01 | 0.28821 |
| 1997-08-01 | 0.15752 |
| 1997-09-01 | 0.69416 |
| 1997-10-01 | 2.20692 |
| 1997-11-01 | 2.70165 |
| 1997-12-01 | 3.94666 |
| 1998-01-01 | 6.07952 |
| 1998-02-01 | 2.45754 |
| 1998-03-01 | 1.12690 |
| 1998-04-01 | 1.22320 |
| 1998-05-01 | 1.50254 |
| 1998-06-01 | 2.39425 |
| 1998-07-01 | 2.56972 |
| 1998-08-01 | 5.74941 |
| 1998-09-01 | 6.75323 |
| 1998-10-01 | 5.24808 |
| 1998-11-01 | 3.28219 |
| 1998-12-01 | 1.77197 |
| 1999-01-01 | 2.93845 |
| 1999-02-01 | 1.23893 |
| 1999-03-01 | 1.01676 |
| 1999-04-01 | 1.58936 |
| 1999-05-01 | 1.39856 |
| 1999-06-01 | 1.40010 |
| 1999-07-01 | 1.33036 |
| 1999-08-01 | 1.65909 |
| 1999-09-01 | 1.18565 |
| 1999-10-01 | 0.99621 |
| 1999-11-01 | 1.26823 |
| 1999-12-01 | 0.47586 |
| 2000-01-01 | 1.05379 |
| 2000-02-01 | 0.35141 |
| 2000-03-01 | 0.90406 |
| 2000-04-01 | 1.03839 |
| 2000-05-01 | 0.62899 |
| 2000-06-01 | 0.51654 |
| 2000-07-01 | 0.55238 |
| 2000-08-01 | 0.53237 |
| 2000-09-01 | 0.58957 |
| 2000-10-01 | 0.95070 |
| 2000-11-01 | 1.00858 |
| 2000-12-01 | 1.20222 |
| 2001-01-01 | 1.26923 |
| 2001-02-01 | 0.50410 |
| 2001-03-01 | 1.20207 |
| 2001-04-01 | 0.52743 |
| 2001-05-01 | 0.32495 |
| 2001-06-01 | 0.27083 |
| 2001-07-01 | 0.67462 |
| 2001-08-01 | 0.66751 |
| 2001-09-01 | 1.42523 |
| 2001-10-01 | 0.51470 |
| 2001-11-01 | 0.57892 |
| 2001-12-01 | 0.77235 |
| 2002-01-01 | 0.47358 |
| 2002-02-01 | 0.40733 |
| 2002-03-01 | 0.67755 |
| 2002-04-01 | 0.40060 |
| 2002-05-01 | 0.26870 |
| 2002-06-01 | 0.52765 |
| 2002-07-01 | 1.90346 |
| 2002-08-01 | 1.11682 |
| 2002-09-01 | 0.81172 |
| 2002-10-01 | 1.07386 |
| 2002-11-01 | 0.56849 |
| 2002-12-01 | 0.50299 |
| 2003-01-01 | 0.27494 |
| 2003-02-01 | 0.24245 |
| 2003-03-01 | 0.53728 |
| 2003-04-01 | 0.53697 |
| 2003-05-01 | 0.64037 |
| 2003-06-01 | 0.58355 |
| 2003-07-01 | 0.27954 |
| 2003-08-01 | 0.48589 |
| 2003-09-01 | 0.42723 |
| 2003-10-01 | 0.58494 |
| 2003-11-01 | 0.28760 |
| 2003-12-01 | 0.21205 |
| 2004-01-01 | 0.15859 |
| 2004-02-01 | 0.51962 |
| 2004-03-01 | 0.14511 |
| 2004-04-01 | 0.05154 |
| 2004-05-01 | 0.31360 |
| 2004-06-01 | 0.26110 |
| 2004-07-01 | 0.55523 |
| 2004-08-01 | 0.20639 |
| 2004-09-01 | 0.20430 |
| 2004-10-01 | 0.29936 |
| 2004-11-01 | 0.26182 |
| 2004-12-01 | 0.36077 |
| 2005-01-01 | 0.41803 |
| 2005-02-01 | 0.33179 |
| 2005-03-01 | 0.38468 |
| 2005-04-01 | 0.56238 |
| 2005-05-01 | 0.51203 |
| 2005-06-01 | 0.15679 |
| 2005-07-01 | 0.28381 |
| 2005-08-01 | 0.39961 |
| 2005-09-01 | 0.28744 |
| 2005-10-01 | 0.59027 |
| 2005-11-01 | 0.31068 |
| 2005-12-01 | 0.16788 |
| 2006-01-01 | 0.39768 |
| 2006-02-01 | 0.40457 |
| 2006-03-01 | 0.27915 |
| 2006-04-01 | 0.19470 |
| 2006-05-01 | 0.31640 |
| 2006-06-01 | 0.74064 |
| 2006-07-01 | 0.51860 |
| 2006-08-01 | 0.16752 |
| 2006-09-01 | 0.19715 |
| 2006-10-01 | 0.04799 |
| 2006-11-01 | 0.39405 |
| 2006-12-01 | 0.61134 |
| 2007-01-01 | 0.18043 |
| 2007-02-01 | 0.50807 |
| 2007-03-01 | 0.68952 |
| 2007-04-01 | 0.09014 |
| 2007-05-01 | 0.50127 |
| 2007-06-01 | 0.46598 |
| 2007-07-01 | 0.36165 |
| 2007-08-01 | 2.60369 |
| 2007-09-01 | 1.25118 |
| 2007-10-01 | 0.63459 |
| 2007-11-01 | 0.47992 |
| 2007-12-01 | 0.66859 |
| 2008-01-01 | 1.49300 |
| 2008-02-01 | 0.82347 |
| 2008-03-01 | 2.18191 |
| 2008-04-01 | 1.35772 |
| 2008-05-01 | 0.90137 |
| 2008-06-01 | 0.79731 |
| 2008-07-01 | 2.19777 |
| 2008-08-01 | 1.00686 |
| 2008-09-01 | 15.68785 |
| 2008-10-01 | 24.60097 |
| 2008-11-01 | 9.01727 |
| 2008-12-01 | 6.05787 |
| 2009-01-01 | 5.54149 |
| 2009-02-01 | 5.38987 |
| 2009-03-01 | 6.04574 |
| 2009-04-01 | 4.30957 |
| 2009-05-01 | 4.26117 |
| 2009-06-01 | 4.15213 |
| 2009-07-01 | 4.05121 |
| 2009-08-01 | 3.39507 |
| 2009-09-01 | 4.51042 |
| 2009-10-01 | 3.72667 |
| 2009-11-01 | 3.56268 |
| 2009-12-01 | 2.17312 |
| 2010-01-01 | 6.22498 |
| 2010-02-01 | 4.27148 |
| 2010-03-01 | 3.54094 |
| 2010-04-01 | 5.86588 |
| 2010-05-01 | 7.71105 |
| 2010-06-01 | 5.22708 |
| 2010-07-01 | 5.33346 |
| 2010-08-01 | 2.97671 |
| 2010-09-01 | 3.94909 |
| 2010-10-01 | 3.67218 |
| 2010-11-01 | 4.32212 |
| 2010-12-01 | 3.23790 |
| 2011-01-01 | 4.75291 |
| 2011-02-01 | 3.05528 |
| 2011-03-01 | 4.34651 |
| 2011-04-01 | 4.48861 |
| 2011-05-01 | 3.08973 |
| 2011-06-01 | 4.79957 |
| 2011-07-01 | 5.96707 |
| 2011-08-01 | 16.71866 |
| 2011-09-01 | 6.40753 |
| 2011-10-01 | 8.29408 |
| 2011-11-01 | 5.26908 |
| 2011-12-01 | 4.99912 |
| 2012-01-01 | 5.25808 |
| 2012-02-01 | 4.34198 |
| 2012-03-01 | 3.91737 |
| 2012-04-01 | 3.00048 |
| 2012-05-01 | 4.74625 |
| 2012-06-01 | 5.74949 |
| 2012-07-01 | 3.89609 |
| 2012-08-01 | 3.89116 |
| 2012-09-01 | 4.02789 |
| 2012-10-01 | 4.36407 |
| 2012-11-01 | 3.21030 |
| 2012-12-01 | 3.11042 |
| 2013-01-01 | 6.28168 |
| 2013-02-01 | 6.28940 |
| 2013-03-01 | 5.82518 |
| 2013-04-01 | 3.38063 |
| 2013-05-01 | 3.67773 |
| 2013-06-01 | 3.17261 |
| 2013-07-01 | 4.08856 |
| 2013-08-01 | 3.60902 |
| 2013-09-01 | 5.25847 |
| 2013-10-01 | 5.07275 |
| 2013-11-01 | 3.30391 |
| 2013-12-01 | 3.87138 |
| 2014-01-01 | 3.88585 |
| 2014-02-01 | 2.55802 |
| 2014-03-01 | 3.27558 |
| 2014-04-01 | 4.10160 |
| 2014-05-01 | 3.68408 |
| 2014-06-01 | 2.29141 |
| 2014-07-01 | 3.45429 |
| 2014-08-01 | 3.44770 |
| 2014-09-01 | 1.67793 |
| 2014-10-01 | 5.66608 |
| 2014-11-01 | 3.21643 |
| 2014-12-01 | 3.22318 |
| 2015-01-01 | 4.59942 |
| 2015-02-01 | 3.04658 |
| 2015-03-01 | 2.61520 |
| 2015-04-01 | 3.53306 |
| 2015-05-01 | 2.33139 |
| 2015-06-01 | 3.44020 |
| 2015-07-01 | 5.71392 |
| 2015-08-01 | 9.41259 |
| 2015-09-01 | 5.20556 |
| 2015-10-01 | 4.15311 |
| 2015-11-01 | 2.17967 |
| 2015-12-01 | 4.54386 |
| 2016-01-01 | 5.82917 |
| 2016-02-01 | 4.89278 |
| 2016-03-01 | 3.10076 |
| 2016-04-01 | 2.48392 |
| 2016-05-01 | 1.65040 |
| 2016-06-01 | 4.41124 |
| 2016-07-01 | 4.03092 |
| 2016-08-01 | 2.96904 |
| 2016-09-01 | 2.70206 |
| 2016-10-01 | 2.57719 |
| 2016-11-01 | 4.13196 |
| 2016-12-01 | 2.99275 |
| 2017-01-01 | 3.94121 |
| 2017-02-01 | 3.64750 |
| 2017-03-01 | 3.42054 |
| 2017-04-01 | 2.12983 |
| 2017-05-01 | 2.03092 |
| 2017-06-01 | 2.53353 |
| 2017-07-01 | 2.53917 |
| 2017-08-01 | 3.18439 |
| 2017-09-01 | 1.89667 |
| 2017-10-01 | 1.87857 |
| 2017-11-01 | 3.44136 |
| 2017-12-01 | 3.27283 |
| 2018-01-01 | 3.00296 |
| 2018-02-01 | 5.89018 |
| 2018-03-01 | 2.95134 |
| 2018-04-01 | 2.70427 |
| 2018-05-01 | 2.93413 |
| 2018-06-01 | 2.03923 |
| 2018-07-01 | 2.11571 |
| 2018-08-01 | 3.15463 |
| 2018-09-01 | 4.77645 |
| 2018-10-01 | 4.99226 |
| 2018-11-01 | 4.25843 |
| 2018-12-01 | 6.64097 |
| 2019-01-01 | 6.80270 |
| 2019-02-01 | 2.13187 |
| 2019-03-01 | 2.94624 |
| 2019-04-01 | 2.17599 |
| 2019-05-01 | 2.64554 |
| 2019-06-01 | 1.66071 |
| 2019-07-01 | 2.72378 |
| 2019-08-01 | 3.80537 |
| 2019-09-01 | 2.04871 |
| 2019-10-01 | 2.23222 |
| 2019-11-01 | 1.65020 |
| 2019-12-01 | 3.77793 |
| 2020-01-01 | 2.76890 |
| 2020-02-01 | 2.51132 |
| 2020-03-01 | 20.46633 |
| 2020-04-01 | 8.43692 |
| 2020-05-01 | 5.01624 |
| 2020-06-01 | 4.28209 |
| 2020-07-01 | 2.02216 |
| 2020-08-01 | 2.93455 |
| 2020-09-01 | 2.61625 |
| 2020-10-01 | 2.40728 |
| 2020-11-01 | 2.60025 |
| 2020-12-01 | 2.37447 |
| 2021-01-01 | 2.74448 |
| 2021-02-01 | 2.08979 |
| 2021-03-01 | 2.08285 |
| 2021-04-01 | 3.06432 |
| 2021-05-01 | 1.99387 |
| 2021-06-01 | 1.53154 |
| 2021-07-01 | 1.69875 |
| 2021-08-01 | 0.68916 |
| 2021-09-01 | 2.53383 |
| 2021-10-01 | 2.09747 |
| 2021-11-01 | 1.85616 |
| 2021-12-01 | 0.44728 |
| 2022-01-01 | 1.59909 |
| 2022-02-01 | 1.10399 |
| 2022-03-01 | 0.93806 |
| 2022-04-01 | 1.26940 |
| 2022-05-01 | 2.11996 |
| 2022-06-01 | 0.92797 |
| 2022-07-01 | 2.07118 |
| 2022-08-01 | 1.41412 |
| 2022-09-01 | 2.19932 |
| 2022-10-01 | 3.47766 |
| 2022-11-01 | 1.78447 |
| 2022-12-01 | 2.23173 |
| 2023-01-01 | 2.26582 |
| 2023-02-01 | 1.24325 |
| 2023-03-01 | 4.86334 |
| 2023-04-01 | 3.02897 |
| 2023-05-01 | 2.20990 |
| 2023-06-01 | 2.11383 |
| 2023-07-01 | 0.87048 |
| 2023-08-01 | 1.68587 |
| 2023-09-01 | 2.44662 |
| 2023-10-01 | 2.05481 |
| 2023-11-01 | 2.42863 |
| 2023-12-01 | 0.92580 |
| 2024-01-01 | 1.06233 |
| 2024-02-01 | 2.28224 |
| 2024-03-01 | 2.51722 |
| 2024-04-01 | 1.34203 |
| 2024-05-01 | 1.24750 |
| 2024-06-01 | 1.67933 |
| 2024-07-01 | 1.76709 |
| 2024-08-01 | 1.26096 |
| 2024-09-01 | 0.66381 |
| 2024-10-01 | 1.50288 |
| 2024-11-01 | 1.44415 |
