Table Data - Equity Market Volatility Tracker: Financial Regulation
| Title | Equity Market Volatility Tracker: Financial Regulation |
|---|---|
| Series ID | EMVFINREG |
| 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 2024-10-01 |
| Last Updated | 2024-11-11 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 | 1.29189 |
| 1985-02-01 | 1.13217 |
| 1985-03-01 | 1.98454 |
| 1985-04-01 | 1.35447 |
| 1985-05-01 | 1.05624 |
| 1985-06-01 | 1.05254 |
| 1985-07-01 | 1.39264 |
| 1985-08-01 | 1.67652 |
| 1985-09-01 | 2.33028 |
| 1985-10-01 | 0.81455 |
| 1985-11-01 | 1.50817 |
| 1985-12-01 | 1.41093 |
| 1986-01-01 | 1.18360 |
| 1986-02-01 | 1.05030 |
| 1986-03-01 | 2.06893 |
| 1986-04-01 | 1.82720 |
| 1986-05-01 | 1.38842 |
| 1986-06-01 | 1.76586 |
| 1986-07-01 | 1.89442 |
| 1986-08-01 | 1.28955 |
| 1986-09-01 | 3.10123 |
| 1986-10-01 | 1.66520 |
| 1986-11-01 | 4.50782 |
| 1986-12-01 | 2.62353 |
| 1987-01-01 | 2.55410 |
| 1987-02-01 | 2.05952 |
| 1987-03-01 | 2.58085 |
| 1987-04-01 | 2.00409 |
| 1987-05-01 | 2.78645 |
| 1987-06-01 | 1.93161 |
| 1987-07-01 | 2.42581 |
| 1987-08-01 | 2.29640 |
| 1987-09-01 | 1.61648 |
| 1987-10-01 | 8.56253 |
| 1987-11-01 | 8.16191 |
| 1987-12-01 | 5.39953 |
| 1988-01-01 | 4.87998 |
| 1988-02-01 | 5.12959 |
| 1988-03-01 | 3.07732 |
| 1988-04-01 | 4.02555 |
| 1988-05-01 | 5.24162 |
| 1988-06-01 | 3.59779 |
| 1988-07-01 | 3.06230 |
| 1988-08-01 | 2.37410 |
| 1988-09-01 | 3.01978 |
| 1988-10-01 | 3.83399 |
| 1988-11-01 | 2.78948 |
| 1988-12-01 | 2.29057 |
| 1989-01-01 | 2.73356 |
| 1989-02-01 | 2.22354 |
| 1989-03-01 | 1.77598 |
| 1989-04-01 | 1.75116 |
| 1989-05-01 | 2.55449 |
| 1989-06-01 | 2.49985 |
| 1989-07-01 | 2.39580 |
| 1989-08-01 | 3.05982 |
| 1989-09-01 | 2.20268 |
| 1989-10-01 | 4.78597 |
| 1989-11-01 | 2.86196 |
| 1989-12-01 | 3.01515 |
| 1990-01-01 | 2.16973 |
| 1990-02-01 | 3.79038 |
| 1990-03-01 | 3.60838 |
| 1990-04-01 | 2.48880 |
| 1990-05-01 | 2.18473 |
| 1990-06-01 | 1.96071 |
| 1990-07-01 | 3.04366 |
| 1990-08-01 | 2.14247 |
| 1990-09-01 | 3.07798 |
| 1990-10-01 | 2.10761 |
| 1990-11-01 | 2.68883 |
| 1990-12-01 | 2.47776 |
| 1991-01-01 | 3.49023 |
| 1991-02-01 | 2.98824 |
| 1991-03-01 | 1.83981 |
| 1991-04-01 | 2.51959 |
| 1991-05-01 | 1.87984 |
| 1991-06-01 | 2.46892 |
| 1991-07-01 | 2.34231 |
| 1991-08-01 | 2.52061 |
| 1991-09-01 | 2.26692 |
| 1991-10-01 | 1.80299 |
| 1991-11-01 | 2.72031 |
| 1991-12-01 | 1.98680 |
| 1992-01-01 | 2.75863 |
| 1992-02-01 | 2.48632 |
| 1992-03-01 | 2.40255 |
| 1992-04-01 | 2.13452 |
| 1992-05-01 | 1.75537 |
| 1992-06-01 | 2.23744 |
| 1992-07-01 | 2.18065 |
| 1992-08-01 | 1.09790 |
| 1992-09-01 | 1.73408 |
| 1992-10-01 | 2.01857 |
| 1992-11-01 | 1.87854 |
| 1992-12-01 | 1.99166 |
| 1993-01-01 | 1.52393 |
| 1993-02-01 | 1.31158 |
| 1993-03-01 | 1.97973 |
| 1993-04-01 | 2.07235 |
| 1993-05-01 | 1.54991 |
| 1993-06-01 | 1.64068 |
| 1993-07-01 | 1.31684 |
| 1993-08-01 | 1.87646 |
| 1993-09-01 | 1.61445 |
| 1993-10-01 | 1.75102 |
| 1993-11-01 | 1.39389 |
| 1993-12-01 | 1.69810 |
| 1994-01-01 | 1.75766 |
| 1994-02-01 | 1.98188 |
| 1994-03-01 | 2.15771 |
| 1994-04-01 | 3.04254 |
| 1994-05-01 | 2.37956 |
| 1994-06-01 | 2.11923 |
| 1994-07-01 | 1.88536 |
| 1994-08-01 | 2.09270 |
| 1994-09-01 | 2.75803 |
| 1994-10-01 | 3.05335 |
| 1994-11-01 | 2.14451 |
| 1994-12-01 | 3.91230 |
| 1995-01-01 | 2.01362 |
| 1995-02-01 | 2.38690 |
| 1995-03-01 | 2.07415 |
| 1995-04-01 | 0.97382 |
| 1995-05-01 | 1.29913 |
| 1995-06-01 | 1.61771 |
| 1995-07-01 | 1.58250 |
| 1995-08-01 | 1.66345 |
| 1995-09-01 | 1.66976 |
| 1995-10-01 | 1.15118 |
| 1995-11-01 | 1.94326 |
| 1995-12-01 | 1.33342 |
| 1996-01-01 | 2.31871 |
| 1996-02-01 | 2.00857 |
| 1996-03-01 | 2.73272 |
| 1996-04-01 | 1.57990 |
| 1996-05-01 | 2.05993 |
| 1996-06-01 | 2.57474 |
| 1996-07-01 | 1.81177 |
| 1996-08-01 | 1.94027 |
| 1996-09-01 | 2.05107 |
| 1996-10-01 | 1.38734 |
| 1996-11-01 | 1.86225 |
| 1996-12-01 | 2.19695 |
| 1997-01-01 | 1.80896 |
| 1997-02-01 | 2.19505 |
| 1997-03-01 | 2.21138 |
| 1997-04-01 | 3.27411 |
| 1997-05-01 | 2.51568 |
| 1997-06-01 | 3.36504 |
| 1997-07-01 | 2.13272 |
| 1997-08-01 | 2.20523 |
| 1997-09-01 | 2.33040 |
| 1997-10-01 | 3.00943 |
| 1997-11-01 | 3.48098 |
| 1997-12-01 | 3.01193 |
| 1998-01-01 | 3.14642 |
| 1998-02-01 | 2.19610 |
| 1998-03-01 | 2.11858 |
| 1998-04-01 | 2.83782 |
| 1998-05-01 | 3.30558 |
| 1998-06-01 | 3.01884 |
| 1998-07-01 | 3.04171 |
| 1998-08-01 | 4.21623 |
| 1998-09-01 | 4.13570 |
| 1998-10-01 | 4.27050 |
| 1998-11-01 | 3.33878 |
| 1998-12-01 | 2.86642 |
| 1999-01-01 | 2.88194 |
| 1999-02-01 | 2.69332 |
| 1999-03-01 | 3.15195 |
| 1999-04-01 | 3.22688 |
| 1999-05-01 | 3.47228 |
| 1999-06-01 | 2.75020 |
| 1999-07-01 | 2.71615 |
| 1999-08-01 | 3.08118 |
| 1999-09-01 | 3.07192 |
| 1999-10-01 | 3.61781 |
| 1999-11-01 | 2.95919 |
| 1999-12-01 | 2.16783 |
| 2000-01-01 | 2.45885 |
| 2000-02-01 | 2.34276 |
| 2000-03-01 | 2.65567 |
| 2000-04-01 | 3.35949 |
| 2000-05-01 | 2.45877 |
| 2000-06-01 | 1.95137 |
| 2000-07-01 | 1.98858 |
| 2000-08-01 | 1.49062 |
| 2000-09-01 | 2.14391 |
| 2000-10-01 | 2.48239 |
| 2000-11-01 | 2.63352 |
| 2000-12-01 | 2.78410 |
| 2001-01-01 | 2.75920 |
| 2001-02-01 | 2.85658 |
| 2001-03-01 | 2.76998 |
| 2001-04-01 | 2.37342 |
| 2001-05-01 | 2.27466 |
| 2001-06-01 | 1.62498 |
| 2001-07-01 | 3.03580 |
| 2001-08-01 | 1.94691 |
| 2001-09-01 | 5.24743 |
| 2001-10-01 | 2.77939 |
| 2001-11-01 | 4.11033 |
| 2001-12-01 | 2.97056 |
| 2002-01-01 | 5.03184 |
| 2002-02-01 | 5.99358 |
| 2002-03-01 | 3.07505 |
| 2002-04-01 | 3.03312 |
| 2002-05-01 | 3.33188 |
| 2002-06-01 | 4.63163 |
| 2002-07-01 | 10.56750 |
| 2002-08-01 | 7.29216 |
| 2002-09-01 | 2.80980 |
| 2002-10-01 | 3.54373 |
| 2002-11-01 | 3.92256 |
| 2002-12-01 | 3.91216 |
| 2003-01-01 | 3.24428 |
| 2003-02-01 | 2.54568 |
| 2003-03-01 | 3.76096 |
| 2003-04-01 | 3.11444 |
| 2003-05-01 | 2.66823 |
| 2003-06-01 | 2.86470 |
| 2003-07-01 | 2.96310 |
| 2003-08-01 | 1.67363 |
| 2003-09-01 | 2.29636 |
| 2003-10-01 | 1.97980 |
| 2003-11-01 | 2.10908 |
| 2003-12-01 | 1.96143 |
| 2004-01-01 | 1.69163 |
| 2004-02-01 | 2.23435 |
| 2004-03-01 | 2.37013 |
| 2004-04-01 | 3.34979 |
| 2004-05-01 | 2.14291 |
| 2004-06-01 | 1.61881 |
| 2004-07-01 | 2.88720 |
| 2004-08-01 | 2.94108 |
| 2004-09-01 | 2.29833 |
| 2004-10-01 | 2.34496 |
| 2004-11-01 | 2.30403 |
| 2004-12-01 | 2.73155 |
| 2005-01-01 | 2.76944 |
| 2005-02-01 | 1.71426 |
| 2005-03-01 | 2.64469 |
| 2005-04-01 | 3.16980 |
| 2005-05-01 | 3.07220 |
| 2005-06-01 | 2.71763 |
| 2005-07-01 | 1.98664 |
| 2005-08-01 | 2.16932 |
| 2005-09-01 | 1.77255 |
| 2005-10-01 | 2.13405 |
| 2005-11-01 | 2.07122 |
| 2005-12-01 | 1.39902 |
| 2006-01-01 | 2.15881 |
| 2006-02-01 | 1.36543 |
| 2006-03-01 | 1.76795 |
| 2006-04-01 | 1.75233 |
| 2006-05-01 | 2.00384 |
| 2006-06-01 | 1.25340 |
| 2006-07-01 | 2.01679 |
| 2006-08-01 | 2.45697 |
| 2006-09-01 | 1.42935 |
| 2006-10-01 | 1.72748 |
| 2006-11-01 | 1.70755 |
| 2006-12-01 | 2.16320 |
| 2007-01-01 | 1.80427 |
| 2007-02-01 | 2.08309 |
| 2007-03-01 | 3.90728 |
| 2007-04-01 | 2.83933 |
| 2007-05-01 | 1.77722 |
| 2007-06-01 | 2.65608 |
| 2007-07-01 | 3.20315 |
| 2007-08-01 | 4.27006 |
| 2007-09-01 | 2.95278 |
| 2007-10-01 | 1.85497 |
| 2007-11-01 | 2.54356 |
| 2007-12-01 | 2.21151 |
| 2008-01-01 | 2.39947 |
| 2008-02-01 | 2.88215 |
| 2008-03-01 | 5.31247 |
| 2008-04-01 | 3.55815 |
| 2008-05-01 | 2.79899 |
| 2008-06-01 | 2.61342 |
| 2008-07-01 | 6.53695 |
| 2008-08-01 | 2.65445 |
| 2008-09-01 | 14.56729 |
| 2008-10-01 | 12.39205 |
| 2008-11-01 | 7.21381 |
| 2008-12-01 | 5.82031 |
| 2009-01-01 | 5.95859 |
| 2009-02-01 | 8.02064 |
| 2009-03-01 | 7.72179 |
| 2009-04-01 | 5.41459 |
| 2009-05-01 | 6.80603 |
| 2009-06-01 | 5.77405 |
| 2009-07-01 | 5.31036 |
| 2009-08-01 | 4.32598 |
| 2009-09-01 | 3.19925 |
| 2009-10-01 | 3.62020 |
| 2009-11-01 | 2.58582 |
| 2009-12-01 | 3.79032 |
| 2010-01-01 | 4.69810 |
| 2010-02-01 | 3.71674 |
| 2010-03-01 | 3.86285 |
| 2010-04-01 | 5.75198 |
| 2010-05-01 | 7.93137 |
| 2010-06-01 | 6.07932 |
| 2010-07-01 | 5.27548 |
| 2010-08-01 | 3.24249 |
| 2010-09-01 | 3.53340 |
| 2010-10-01 | 3.52330 |
| 2010-11-01 | 2.95724 |
| 2010-12-01 | 2.68910 |
| 2011-01-01 | 3.95122 |
| 2011-02-01 | 2.18234 |
| 2011-03-01 | 3.05430 |
| 2011-04-01 | 2.71533 |
| 2011-05-01 | 2.43614 |
| 2011-06-01 | 3.37747 |
| 2011-07-01 | 4.82729 |
| 2011-08-01 | 6.83945 |
| 2011-09-01 | 4.12366 |
| 2011-10-01 | 4.44755 |
| 2011-11-01 | 3.63385 |
| 2011-12-01 | 3.85067 |
| 2012-01-01 | 3.32407 |
| 2012-02-01 | 3.34546 |
| 2012-03-01 | 2.87682 |
| 2012-04-01 | 3.47114 |
| 2012-05-01 | 5.68213 |
| 2012-06-01 | 3.35387 |
| 2012-07-01 | 3.45503 |
| 2012-08-01 | 3.33528 |
| 2012-09-01 | 2.62423 |
| 2012-10-01 | 2.85343 |
| 2012-11-01 | 2.33971 |
| 2012-12-01 | 3.16141 |
| 2013-01-01 | 3.82363 |
| 2013-02-01 | 3.49848 |
| 2013-03-01 | 3.19728 |
| 2013-04-01 | 3.48154 |
| 2013-05-01 | 3.08134 |
| 2013-06-01 | 2.58690 |
| 2013-07-01 | 3.93131 |
| 2013-08-01 | 2.42320 |
| 2013-09-01 | 5.14416 |
| 2013-10-01 | 2.73148 |
| 2013-11-01 | 3.36999 |
| 2013-12-01 | 3.92832 |
| 2014-01-01 | 2.28580 |
| 2014-02-01 | 2.50473 |
| 2014-03-01 | 2.62046 |
| 2014-04-01 | 2.75481 |
| 2014-05-01 | 2.68997 |
| 2014-06-01 | 2.67331 |
| 2014-07-01 | 2.44183 |
| 2014-08-01 | 2.39115 |
| 2014-09-01 | 2.40503 |
| 2014-10-01 | 2.92443 |
| 2014-11-01 | 2.63747 |
| 2014-12-01 | 2.91910 |
| 2015-01-01 | 3.58484 |
| 2015-02-01 | 2.86379 |
| 2015-03-01 | 2.90578 |
| 2015-04-01 | 2.51391 |
| 2015-05-01 | 2.56453 |
| 2015-06-01 | 2.85712 |
| 2015-07-01 | 4.57114 |
| 2015-08-01 | 3.47186 |
| 2015-09-01 | 3.07935 |
| 2015-10-01 | 3.23020 |
| 2015-11-01 | 2.67185 |
| 2015-12-01 | 3.12856 |
| 2016-01-01 | 1.35169 |
| 2016-02-01 | 2.14059 |
| 2016-03-01 | 1.89491 |
| 2016-04-01 | 1.31502 |
| 2016-05-01 | 1.84457 |
| 2016-06-01 | 1.43845 |
| 2016-07-01 | 1.43322 |
| 2016-08-01 | 1.74047 |
| 2016-09-01 | 2.27986 |
| 2016-10-01 | 1.88333 |
| 2016-11-01 | 2.98419 |
| 2016-12-01 | 1.49637 |
| 2017-01-01 | 2.80033 |
| 2017-02-01 | 2.65272 |
| 2017-03-01 | 1.23519 |
| 2017-04-01 | 2.48480 |
| 2017-05-01 | 1.64408 |
| 2017-06-01 | 1.65230 |
| 2017-07-01 | 1.54558 |
| 2017-08-01 | 1.29734 |
| 2017-09-01 | 1.89667 |
| 2017-10-01 | 1.52075 |
| 2017-11-01 | 1.72068 |
| 2017-12-01 | 2.04552 |
| 2018-01-01 | 1.08107 |
| 2018-02-01 | 3.06780 |
| 2018-03-01 | 1.96756 |
| 2018-04-01 | 2.18422 |
| 2018-05-01 | 1.53085 |
| 2018-06-01 | 1.47277 |
| 2018-07-01 | 1.29294 |
| 2018-08-01 | 1.68998 |
| 2018-09-01 | 2.77342 |
| 2018-10-01 | 2.02068 |
| 2018-11-01 | 1.67295 |
| 2018-12-01 | 2.11304 |
| 2019-01-01 | 2.66193 |
| 2019-02-01 | 1.50485 |
| 2019-03-01 | 1.76774 |
| 2019-04-01 | 1.86514 |
| 2019-05-01 | 0.75587 |
| 2019-06-01 | 0.83036 |
| 2019-07-01 | 2.04283 |
| 2019-08-01 | 1.90268 |
| 2019-09-01 | 0.87802 |
| 2019-10-01 | 0.95667 |
| 2019-11-01 | 1.50018 |
| 2019-12-01 | 0.94448 |
| 2020-01-01 | 1.71408 |
| 2020-02-01 | 1.67422 |
| 2020-03-01 | 4.25700 |
| 2020-04-01 | 2.81231 |
| 2020-05-01 | 2.71713 |
| 2020-06-01 | 2.04795 |
| 2020-07-01 | 2.48881 |
| 2020-08-01 | 1.30424 |
| 2020-09-01 | 1.23118 |
| 2020-10-01 | 1.37559 |
| 2020-11-01 | 2.44730 |
| 2020-12-01 | 2.03526 |
| 2021-01-01 | 4.28825 |
| 2021-02-01 | 4.01882 |
| 2021-03-01 | 2.88395 |
| 2021-04-01 | 4.83840 |
| 2021-05-01 | 1.84049 |
| 2021-06-01 | 2.55257 |
| 2021-07-01 | 2.18411 |
| 2021-08-01 | 2.92893 |
| 2021-09-01 | 1.85814 |
| 2021-10-01 | 2.74285 |
| 2021-11-01 | 0.85669 |
| 2021-12-01 | 1.49095 |
| 2022-01-01 | 1.59909 |
| 2022-02-01 | 1.10399 |
| 2022-03-01 | 4.55631 |
| 2022-04-01 | 2.69747 |
| 2022-05-01 | 2.11996 |
| 2022-06-01 | 1.45823 |
| 2022-07-01 | 2.07118 |
| 2022-08-01 | 1.84923 |
| 2022-09-01 | 0.97748 |
| 2022-10-01 | 0.28980 |
| 2022-11-01 | 1.50994 |
| 2022-12-01 | 1.91291 |
| 2023-01-01 | 1.35949 |
| 2023-02-01 | 1.06565 |
| 2023-03-01 | 10.73288 |
| 2023-04-01 | 3.34780 |
| 2023-05-01 | 2.54989 |
| 2023-06-01 | 2.30599 |
| 2023-07-01 | 1.91506 |
| 2023-08-01 | 1.54538 |
| 2023-09-01 | 1.88202 |
| 2023-10-01 | 0.85617 |
| 2023-11-01 | 3.09098 |
| 2023-12-01 | 0.00000 |
| 2024-01-01 | 1.59350 |
| 2024-02-01 | 1.90186 |
| 2024-03-01 | 3.41622 |
| 2024-04-01 | 1.17428 |
| 2024-05-01 | 1.24750 |
| 2024-06-01 | 2.05252 |
| 2024-07-01 | 1.10443 |
| 2024-08-01 | 1.57620 |
| 2024-09-01 | 0.44263 |
| 2024-10-01 | 1.75648 |
