Table Data - Equity Market Volatility Tracker: Government Sponsored Enterprises
| Title | Equity Market Volatility Tracker: Government Sponsored Enterprises |
|---|---|
| Series ID | EMVGOVTSPENT |
| 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 | 0.32297 |
| 1985-02-01 | 0.32348 |
| 1985-03-01 | 0.57882 |
| 1985-04-01 | 0.57030 |
| 1985-05-01 | 0.46211 |
| 1985-06-01 | 0.32892 |
| 1985-07-01 | 0.73728 |
| 1985-08-01 | 1.08974 |
| 1985-09-01 | 1.01950 |
| 1985-10-01 | 0.68924 |
| 1985-11-01 | 1.50817 |
| 1985-12-01 | 0.44893 |
| 1986-01-01 | 0.32878 |
| 1986-02-01 | 0.32317 |
| 1986-03-01 | 1.06784 |
| 1986-04-01 | 0.65257 |
| 1986-05-01 | 0.48595 |
| 1986-06-01 | 0.24357 |
| 1986-07-01 | 0.80148 |
| 1986-08-01 | 0.61084 |
| 1986-09-01 | 0.34458 |
| 1986-10-01 | 0.70451 |
| 1986-11-01 | 0.56348 |
| 1986-12-01 | 0.34980 |
| 1987-01-01 | 0.65337 |
| 1987-02-01 | 0.70612 |
| 1987-03-01 | 0.47403 |
| 1987-04-01 | 0.91616 |
| 1987-05-01 | 0.69661 |
| 1987-06-01 | 0.71745 |
| 1987-07-01 | 0.26953 |
| 1987-08-01 | 0.46972 |
| 1987-09-01 | 0.24492 |
| 1987-10-01 | 0.76843 |
| 1987-11-01 | 1.06949 |
| 1987-12-01 | 1.03627 |
| 1988-01-01 | 1.64494 |
| 1988-02-01 | 0.55157 |
| 1988-03-01 | 0.30269 |
| 1988-04-01 | 0.71688 |
| 1988-05-01 | 0.88280 |
| 1988-06-01 | 0.65875 |
| 1988-07-01 | 1.14086 |
| 1988-08-01 | 0.59353 |
| 1988-09-01 | 1.00659 |
| 1988-10-01 | 0.93259 |
| 1988-11-01 | 0.96364 |
| 1988-12-01 | 0.69713 |
| 1989-01-01 | 0.98408 |
| 1989-02-01 | 0.85521 |
| 1989-03-01 | 0.72861 |
| 1989-04-01 | 0.82950 |
| 1989-05-01 | 0.90158 |
| 1989-06-01 | 0.84995 |
| 1989-07-01 | 1.19790 |
| 1989-08-01 | 0.63307 |
| 1989-09-01 | 0.48948 |
| 1989-10-01 | 1.23203 |
| 1989-11-01 | 1.05441 |
| 1989-12-01 | 1.00505 |
| 1990-01-01 | 0.62681 |
| 1990-02-01 | 0.82914 |
| 1990-03-01 | 0.66822 |
| 1990-04-01 | 0.74664 |
| 1990-05-01 | 0.67223 |
| 1990-06-01 | 0.63723 |
| 1990-07-01 | 0.95819 |
| 1990-08-01 | 0.85699 |
| 1990-09-01 | 0.90826 |
| 1990-10-01 | 0.87389 |
| 1990-11-01 | 0.56607 |
| 1990-12-01 | 0.48478 |
| 1991-01-01 | 0.83349 |
| 1991-02-01 | 1.03939 |
| 1991-03-01 | 0.70346 |
| 1991-04-01 | 1.15025 |
| 1991-05-01 | 0.67883 |
| 1991-06-01 | 0.76811 |
| 1991-07-01 | 0.97120 |
| 1991-08-01 | 1.05025 |
| 1991-09-01 | 1.15982 |
| 1991-10-01 | 1.13331 |
| 1991-11-01 | 1.19694 |
| 1991-12-01 | 0.76415 |
| 1992-01-01 | 0.99311 |
| 1992-02-01 | 1.24316 |
| 1992-03-01 | 0.97125 |
| 1992-04-01 | 0.48027 |
| 1992-05-01 | 1.06386 |
| 1992-06-01 | 0.60029 |
| 1992-07-01 | 0.79297 |
| 1992-08-01 | 0.48308 |
| 1992-09-01 | 0.89048 |
| 1992-10-01 | 0.64003 |
| 1992-11-01 | 0.57801 |
| 1992-12-01 | 0.29146 |
| 1993-01-01 | 0.79019 |
| 1993-02-01 | 0.83464 |
| 1993-03-01 | 0.87988 |
| 1993-04-01 | 0.81803 |
| 1993-05-01 | 0.74625 |
| 1993-06-01 | 1.01836 |
| 1993-07-01 | 1.03057 |
| 1993-08-01 | 1.02353 |
| 1993-09-01 | 0.98020 |
| 1993-10-01 | 0.77251 |
| 1993-11-01 | 0.85778 |
| 1993-12-01 | 0.63679 |
| 1994-01-01 | 0.82713 |
| 1994-02-01 | 0.96416 |
| 1994-03-01 | 1.02748 |
| 1994-04-01 | 1.03332 |
| 1994-05-01 | 0.81006 |
| 1994-06-01 | 0.59141 |
| 1994-07-01 | 0.79985 |
| 1994-08-01 | 1.02083 |
| 1994-09-01 | 0.84429 |
| 1994-10-01 | 0.60066 |
| 1994-11-01 | 0.15692 |
| 1994-12-01 | 0.35566 |
| 1995-01-01 | 0.87076 |
| 1995-02-01 | 0.50251 |
| 1995-03-01 | 0.43666 |
| 1995-04-01 | 0.59511 |
| 1995-05-01 | 0.54131 |
| 1995-06-01 | 0.46220 |
| 1995-07-01 | 0.79125 |
| 1995-08-01 | 0.51624 |
| 1995-09-01 | 0.64636 |
| 1995-10-01 | 0.93191 |
| 1995-11-01 | 0.41221 |
| 1995-12-01 | 0.60610 |
| 1996-01-01 | 0.66249 |
| 1996-02-01 | 0.87875 |
| 1996-03-01 | 1.16286 |
| 1996-04-01 | 0.76069 |
| 1996-05-01 | 0.66809 |
| 1996-06-01 | 0.95804 |
| 1996-07-01 | 0.81217 |
| 1996-08-01 | 0.62589 |
| 1996-09-01 | 0.49891 |
| 1996-10-01 | 0.38846 |
| 1996-11-01 | 0.42051 |
| 1996-12-01 | 0.53439 |
| 1997-01-01 | 0.65781 |
| 1997-02-01 | 0.49389 |
| 1997-03-01 | 0.52652 |
| 1997-04-01 | 0.55493 |
| 1997-05-01 | 0.26205 |
| 1997-06-01 | 0.52579 |
| 1997-07-01 | 0.63405 |
| 1997-08-01 | 0.63007 |
| 1997-09-01 | 0.44625 |
| 1997-10-01 | 0.55173 |
| 1997-11-01 | 0.77932 |
| 1997-12-01 | 0.62316 |
| 1998-01-01 | 0.74661 |
| 1998-02-01 | 0.62746 |
| 1998-03-01 | 0.63107 |
| 1998-04-01 | 0.58713 |
| 1998-05-01 | 0.50085 |
| 1998-06-01 | 0.41639 |
| 1998-07-01 | 0.57688 |
| 1998-08-01 | 0.82134 |
| 1998-09-01 | 0.99466 |
| 1998-10-01 | 0.87468 |
| 1998-11-01 | 0.50931 |
| 1998-12-01 | 0.62540 |
| 1999-01-01 | 0.73461 |
| 1999-02-01 | 0.43093 |
| 1999-03-01 | 0.71173 |
| 1999-04-01 | 0.77060 |
| 1999-05-01 | 0.53049 |
| 1999-06-01 | 0.75006 |
| 1999-07-01 | 0.60975 |
| 1999-08-01 | 0.65179 |
| 1999-09-01 | 0.86229 |
| 1999-10-01 | 0.57675 |
| 1999-11-01 | 0.58127 |
| 1999-12-01 | 0.58161 |
| 2000-01-01 | 0.87816 |
| 2000-02-01 | 0.70283 |
| 2000-03-01 | 1.13007 |
| 2000-04-01 | 1.09947 |
| 2000-05-01 | 1.02925 |
| 2000-06-01 | 0.57393 |
| 2000-07-01 | 1.04953 |
| 2000-08-01 | 0.53237 |
| 2000-09-01 | 0.53598 |
| 2000-10-01 | 0.73944 |
| 2000-11-01 | 0.67239 |
| 2000-12-01 | 0.63275 |
| 2001-01-01 | 1.32441 |
| 2001-02-01 | 1.00820 |
| 2001-03-01 | 0.88848 |
| 2001-04-01 | 0.89662 |
| 2001-05-01 | 0.48743 |
| 2001-06-01 | 0.27083 |
| 2001-07-01 | 1.12437 |
| 2001-08-01 | 0.72314 |
| 2001-09-01 | 1.49001 |
| 2001-10-01 | 0.92646 |
| 2001-11-01 | 1.15784 |
| 2001-12-01 | 0.77235 |
| 2002-01-01 | 1.47995 |
| 2002-02-01 | 0.81466 |
| 2002-03-01 | 0.99027 |
| 2002-04-01 | 0.85843 |
| 2002-05-01 | 0.59114 |
| 2002-06-01 | 0.76217 |
| 2002-07-01 | 1.50964 |
| 2002-08-01 | 1.83946 |
| 2002-09-01 | 1.93564 |
| 2002-10-01 | 1.34232 |
| 2002-11-01 | 0.39794 |
| 2002-12-01 | 1.00598 |
| 2003-01-01 | 1.53966 |
| 2003-02-01 | 1.09101 |
| 2003-03-01 | 1.39693 |
| 2003-04-01 | 1.02025 |
| 2003-05-01 | 0.80047 |
| 2003-06-01 | 2.12200 |
| 2003-07-01 | 1.06224 |
| 2003-08-01 | 1.24173 |
| 2003-09-01 | 0.53404 |
| 2003-10-01 | 0.76492 |
| 2003-11-01 | 0.76694 |
| 2003-12-01 | 0.79517 |
| 2004-01-01 | 0.79295 |
| 2004-02-01 | 0.77942 |
| 2004-03-01 | 0.62881 |
| 2004-04-01 | 1.59759 |
| 2004-05-01 | 1.04532 |
| 2004-06-01 | 0.62664 |
| 2004-07-01 | 0.88837 |
| 2004-08-01 | 0.67077 |
| 2004-09-01 | 1.32792 |
| 2004-10-01 | 0.79829 |
| 2004-11-01 | 0.68073 |
| 2004-12-01 | 1.70077 |
| 2005-01-01 | 1.30634 |
| 2005-02-01 | 0.55299 |
| 2005-03-01 | 1.00979 |
| 2005-04-01 | 1.27814 |
| 2005-05-01 | 0.81925 |
| 2005-06-01 | 0.83619 |
| 2005-07-01 | 0.23650 |
| 2005-08-01 | 1.25592 |
| 2005-09-01 | 0.71860 |
| 2005-10-01 | 0.63567 |
| 2005-11-01 | 1.08739 |
| 2005-12-01 | 0.50365 |
| 2006-01-01 | 0.73854 |
| 2006-02-01 | 0.60686 |
| 2006-03-01 | 0.27915 |
| 2006-04-01 | 0.48676 |
| 2006-05-01 | 0.89645 |
| 2006-06-01 | 0.62670 |
| 2006-07-01 | 0.57622 |
| 2006-08-01 | 0.61424 |
| 2006-09-01 | 0.69003 |
| 2006-10-01 | 0.47985 |
| 2006-11-01 | 0.21892 |
| 2006-12-01 | 0.61134 |
| 2007-01-01 | 0.54128 |
| 2007-02-01 | 0.81291 |
| 2007-03-01 | 1.05726 |
| 2007-04-01 | 1.44220 |
| 2007-05-01 | 0.68354 |
| 2007-06-01 | 0.88536 |
| 2007-07-01 | 1.18826 |
| 2007-08-01 | 4.73872 |
| 2007-09-01 | 1.70160 |
| 2007-10-01 | 1.26919 |
| 2007-11-01 | 3.21544 |
| 2007-12-01 | 2.46866 |
| 2008-01-01 | 2.77272 |
| 2008-02-01 | 2.00721 |
| 2008-03-01 | 4.60098 |
| 2008-04-01 | 1.35772 |
| 2008-05-01 | 2.03994 |
| 2008-06-01 | 1.50604 |
| 2008-07-01 | 9.80543 |
| 2008-08-01 | 4.98854 |
| 2008-09-01 | 15.81235 |
| 2008-10-01 | 7.08117 |
| 2008-11-01 | 3.66702 |
| 2008-12-01 | 2.73198 |
| 2009-01-01 | 2.91971 |
| 2009-02-01 | 3.20825 |
| 2009-03-01 | 2.81337 |
| 2009-04-01 | 1.76803 |
| 2009-05-01 | 1.00611 |
| 2009-06-01 | 1.23266 |
| 2009-07-01 | 1.14967 |
| 2009-08-01 | 1.58802 |
| 2009-09-01 | 1.52096 |
| 2009-10-01 | 0.79857 |
| 2009-11-01 | 0.86194 |
| 2009-12-01 | 1.06129 |
| 2010-01-01 | 1.40943 |
| 2010-02-01 | 0.88758 |
| 2010-03-01 | 0.64381 |
| 2010-04-01 | 0.96815 |
| 2010-05-01 | 1.26682 |
| 2010-06-01 | 1.64767 |
| 2010-07-01 | 1.10147 |
| 2010-08-01 | 0.47840 |
| 2010-09-01 | 0.77943 |
| 2010-10-01 | 0.74436 |
| 2010-11-01 | 0.56870 |
| 2010-12-01 | 0.60368 |
| 2011-01-01 | 1.37434 |
| 2011-02-01 | 0.87294 |
| 2011-03-01 | 0.41116 |
| 2011-04-01 | 0.72039 |
| 2011-05-01 | 0.35651 |
| 2011-06-01 | 0.59254 |
| 2011-07-01 | 1.60910 |
| 2011-08-01 | 4.33165 |
| 2011-09-01 | 2.28387 |
| 2011-10-01 | 1.50255 |
| 2011-11-01 | 0.60564 |
| 2011-12-01 | 1.08089 |
| 2012-01-01 | 1.39007 |
| 2012-02-01 | 1.13888 |
| 2012-03-01 | 0.85692 |
| 2012-04-01 | 0.76483 |
| 2012-05-01 | 0.66849 |
| 2012-06-01 | 0.54757 |
| 2012-07-01 | 0.58809 |
| 2012-08-01 | 0.67941 |
| 2012-09-01 | 0.91543 |
| 2012-10-01 | 0.78330 |
| 2012-11-01 | 0.32647 |
| 2012-12-01 | 0.76486 |
| 2013-01-01 | 0.36416 |
| 2013-02-01 | 0.78618 |
| 2013-03-01 | 0.56938 |
| 2013-04-01 | 0.65594 |
| 2013-05-01 | 0.44729 |
| 2013-06-01 | 0.82976 |
| 2013-07-01 | 0.94351 |
| 2013-08-01 | 0.61869 |
| 2013-09-01 | 0.91452 |
| 2013-10-01 | 0.39021 |
| 2013-11-01 | 0.72686 |
| 2013-12-01 | 0.96785 |
| 2014-01-01 | 0.28572 |
| 2014-02-01 | 0.58621 |
| 2014-03-01 | 0.53600 |
| 2014-04-01 | 0.67340 |
| 2014-05-01 | 0.52630 |
| 2014-06-01 | 0.27279 |
| 2014-07-01 | 0.65512 |
| 2014-08-01 | 0.38926 |
| 2014-09-01 | 0.33559 |
| 2014-10-01 | 1.21851 |
| 2014-11-01 | 1.09358 |
| 2014-12-01 | 0.66896 |
| 2015-01-01 | 0.67639 |
| 2015-02-01 | 0.36559 |
| 2015-03-01 | 0.23246 |
| 2015-04-01 | 0.61149 |
| 2015-05-01 | 0.17485 |
| 2015-06-01 | 0.52478 |
| 2015-07-01 | 0.42854 |
| 2015-08-01 | 0.30861 |
| 2015-09-01 | 0.29327 |
| 2015-10-01 | 0.52738 |
| 2015-11-01 | 0.56250 |
| 2015-12-01 | 0.52143 |
| 2016-01-01 | 0.59136 |
| 2016-02-01 | 0.61160 |
| 2016-03-01 | 0.43066 |
| 2016-04-01 | 0.29223 |
| 2016-05-01 | 0.19417 |
| 2016-06-01 | 0.57538 |
| 2016-07-01 | 0.35830 |
| 2016-08-01 | 0.71667 |
| 2016-09-01 | 0.08444 |
| 2016-10-01 | 0.19825 |
| 2016-11-01 | 0.80344 |
| 2016-12-01 | 0.49879 |
| 2017-01-01 | 0.72601 |
| 2017-02-01 | 0.55265 |
| 2017-03-01 | 0.47507 |
| 2017-04-01 | 0.59162 |
| 2017-05-01 | 0.58026 |
| 2017-06-01 | 0.55077 |
| 2017-07-01 | 0.33120 |
| 2017-08-01 | 0.47176 |
| 2017-09-01 | 0.51727 |
| 2017-10-01 | 0.17891 |
| 2017-11-01 | 0.61453 |
| 2017-12-01 | 0.27274 |
| 2018-01-01 | 0.24024 |
| 2018-02-01 | 0.61356 |
| 2018-03-01 | 0.32793 |
| 2018-04-01 | 0.52005 |
| 2018-05-01 | 0.51028 |
| 2018-06-01 | 0.11329 |
| 2018-07-01 | 0.47016 |
| 2018-08-01 | 0.56333 |
| 2018-09-01 | 1.23263 |
| 2018-10-01 | 0.47545 |
| 2018-11-01 | 0.30417 |
| 2018-12-01 | 1.35838 |
| 2019-01-01 | 1.92250 |
| 2019-02-01 | 0.62702 |
| 2019-03-01 | 0.88387 |
| 2019-04-01 | 0.31086 |
| 2019-05-01 | 0.12598 |
| 2019-06-01 | 0.69196 |
| 2019-07-01 | 0.34047 |
| 2019-08-01 | 1.31724 |
| 2019-09-01 | 0.29267 |
| 2019-10-01 | 0.74407 |
| 2019-11-01 | 0.30004 |
| 2019-12-01 | 0.62965 |
| 2020-01-01 | 0.39556 |
| 2020-02-01 | 0.66969 |
| 2020-03-01 | 1.96477 |
| 2020-04-01 | 0.17577 |
| 2020-05-01 | 2.09010 |
| 2020-06-01 | 0.55853 |
| 2020-07-01 | 0.46665 |
| 2020-08-01 | 0.32606 |
| 2020-09-01 | 0.30779 |
| 2020-10-01 | 0.68779 |
| 2020-11-01 | 0.61182 |
| 2020-12-01 | 0.84802 |
| 2021-01-01 | 0.17153 |
| 2021-02-01 | 0.16075 |
| 2021-03-01 | 0.48066 |
| 2021-04-01 | 0.32256 |
| 2021-05-01 | 0.92025 |
| 2021-06-01 | 0.68069 |
| 2021-07-01 | 0.24268 |
| 2021-08-01 | 0.17229 |
| 2021-09-01 | 0.50677 |
| 2021-10-01 | 0.48403 |
| 2021-11-01 | 0.00000 |
| 2021-12-01 | 0.00000 |
| 2022-01-01 | 0.14537 |
| 2022-02-01 | 0.47314 |
| 2022-03-01 | 0.67005 |
| 2022-04-01 | 1.11072 |
| 2022-05-01 | 0.90856 |
| 2022-06-01 | 1.19310 |
| 2022-07-01 | 0.63729 |
| 2022-08-01 | 0.32634 |
| 2022-09-01 | 0.85529 |
| 2022-10-01 | 0.43471 |
| 2022-11-01 | 0.41180 |
| 2022-12-01 | 0.47823 |
| 2023-01-01 | 0.15105 |
| 2023-02-01 | 0.35522 |
| 2023-03-01 | 0.83851 |
| 2023-04-01 | 1.11593 |
| 2023-05-01 | 0.50998 |
| 2023-06-01 | 0.19217 |
| 2023-07-01 | 0.69639 |
| 2023-08-01 | 0.42147 |
| 2023-09-01 | 0.37640 |
| 2023-10-01 | 0.17123 |
| 2023-11-01 | 0.00000 |
| 2023-12-01 | 0.00000 |
| 2024-01-01 | 0.35411 |
| 2024-02-01 | 0.19019 |
| 2024-03-01 | 0.00000 |
| 2024-04-01 | 0.33551 |
| 2024-05-01 | 0.31187 |
| 2024-06-01 | 0.00000 |
| 2024-07-01 | 0.00000 |
| 2024-08-01 | 0.31524 |
| 2024-09-01 | 1.10658 |
| 2024-10-01 | 0.00000 |
