NOTE: THIS DATA FILE WILL CHANGE! To improve accessibility of data for all users, we will convert this file from a text format to an html table by the end of June 2024. 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 2024-03-01 Last Updated: 2024-04-08 8:02 AM CDT 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' (https://www.policyuncertainty.com/media/Policy%20News%20and%20Stock%20Market%20Volatility.pdf) 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 1.35771 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 24.60096 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 16.71865 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 2.28306 2024-03-01 2.85947