Table Data - Equity Market Volatility Tracker: Healthcare Policy
Title | Equity Market Volatility Tracker: Healthcare Policy |
---|---|
Series ID | EMVHEALTHCAREPOL |
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 | 0.48446 |
1985-02-01 | 0.97043 |
1985-03-01 | 0.24807 |
1985-04-01 | 0.07129 |
1985-05-01 | 0.19805 |
1985-06-01 | 0.13157 |
1985-07-01 | 0.16384 |
1985-08-01 | 0.00000 |
1985-09-01 | 0.07282 |
1985-10-01 | 0.00000 |
1985-11-01 | 0.21545 |
1985-12-01 | 0.12827 |
1986-01-01 | 0.32878 |
1986-02-01 | 0.16158 |
1986-03-01 | 0.20022 |
1986-04-01 | 0.26103 |
1986-05-01 | 0.41653 |
1986-06-01 | 0.42624 |
1986-07-01 | 0.21859 |
1986-08-01 | 0.47510 |
1986-09-01 | 0.13783 |
1986-10-01 | 0.25618 |
1986-11-01 | 0.31304 |
1986-12-01 | 0.17490 |
1987-01-01 | 0.23759 |
1987-02-01 | 0.23537 |
1987-03-01 | 0.31602 |
1987-04-01 | 0.51534 |
1987-05-01 | 0.58051 |
1987-06-01 | 0.33113 |
1987-07-01 | 0.10781 |
1987-08-01 | 0.62629 |
1987-09-01 | 0.48984 |
1987-10-01 | 0.82332 |
1987-11-01 | 1.51980 |
1987-12-01 | 0.65449 |
1988-01-01 | 0.65798 |
1988-02-01 | 0.44125 |
1988-03-01 | 0.20179 |
1988-04-01 | 0.60659 |
1988-05-01 | 0.66210 |
1988-06-01 | 0.50673 |
1988-07-01 | 0.42032 |
1988-08-01 | 0.43165 |
1988-09-01 | 0.15099 |
1988-10-01 | 0.62173 |
1988-11-01 | 0.86220 |
1988-12-01 | 0.59754 |
1989-01-01 | 0.49204 |
1989-02-01 | 0.45611 |
1989-03-01 | 0.18215 |
1989-04-01 | 0.18433 |
1989-05-01 | 0.30053 |
1989-06-01 | 0.49997 |
1989-07-01 | 0.31250 |
1989-08-01 | 0.36929 |
1989-09-01 | 0.44054 |
1989-10-01 | 0.23693 |
1989-11-01 | 0.25105 |
1989-12-01 | 0.45227 |
1990-01-01 | 0.38573 |
1990-02-01 | 0.35535 |
1990-03-01 | 0.22274 |
1990-04-01 | 0.24888 |
1990-05-01 | 0.29410 |
1990-06-01 | 0.34312 |
1990-07-01 | 0.45091 |
1990-08-01 | 0.00000 |
1990-09-01 | 0.35321 |
1990-10-01 | 0.56546 |
1990-11-01 | 0.37738 |
1990-12-01 | 0.32319 |
1991-01-01 | 0.20837 |
1991-02-01 | 0.58466 |
1991-03-01 | 0.16234 |
1991-04-01 | 0.43819 |
1991-05-01 | 0.57439 |
1991-06-01 | 0.82297 |
1991-07-01 | 0.34278 |
1991-08-01 | 0.42010 |
1991-09-01 | 0.68535 |
1991-10-01 | 0.41211 |
1991-11-01 | 0.43525 |
1991-12-01 | 0.40755 |
1992-01-01 | 0.60690 |
1992-02-01 | 0.73460 |
1992-03-01 | 0.71565 |
1992-04-01 | 0.48027 |
1992-05-01 | 0.37235 |
1992-06-01 | 0.43657 |
1992-07-01 | 0.24780 |
1992-08-01 | 0.21958 |
1992-09-01 | 0.42180 |
1992-10-01 | 0.49233 |
1992-11-01 | 0.24084 |
1992-12-01 | 0.43719 |
1993-01-01 | 0.50798 |
1993-02-01 | 0.77503 |
1993-03-01 | 0.49493 |
1993-04-01 | 0.59989 |
1993-05-01 | 0.45923 |
1993-06-01 | 0.73548 |
1993-07-01 | 0.40078 |
1993-08-01 | 0.73921 |
1993-09-01 | 0.92254 |
1993-10-01 | 0.61801 |
1993-11-01 | 0.16083 |
1993-12-01 | 0.05307 |
1994-01-01 | 0.20678 |
1994-02-01 | 0.32139 |
1994-03-01 | 0.41099 |
1994-04-01 | 0.34444 |
1994-05-01 | 0.25314 |
1994-06-01 | 0.44356 |
1994-07-01 | 0.28566 |
1994-08-01 | 0.71458 |
1994-09-01 | 0.28143 |
1994-10-01 | 0.80088 |
1994-11-01 | 0.36614 |
1994-12-01 | 0.40647 |
1995-01-01 | 0.32653 |
1995-02-01 | 0.50251 |
1995-03-01 | 0.32750 |
1995-04-01 | 0.27051 |
1995-05-01 | 0.59544 |
1995-06-01 | 0.34665 |
1995-07-01 | 0.12173 |
1995-08-01 | 0.22944 |
1995-09-01 | 0.48477 |
1995-10-01 | 0.76745 |
1995-11-01 | 0.64775 |
1995-12-01 | 0.84854 |
1996-01-01 | 1.32498 |
1996-02-01 | 0.56491 |
1996-03-01 | 0.58143 |
1996-04-01 | 0.29257 |
1996-05-01 | 0.44539 |
1996-06-01 | 0.53890 |
1996-07-01 | 0.62475 |
1996-08-01 | 0.87625 |
1996-09-01 | 0.55434 |
1996-10-01 | 0.61043 |
1996-11-01 | 0.90109 |
1996-12-01 | 1.24692 |
1997-01-01 | 1.64451 |
1997-02-01 | 1.04265 |
1997-03-01 | 0.63182 |
1997-04-01 | 1.10987 |
1997-05-01 | 0.73374 |
1997-06-01 | 1.15673 |
1997-07-01 | 0.80698 |
1997-08-01 | 0.78758 |
1997-09-01 | 0.94208 |
1997-10-01 | 1.05330 |
1997-11-01 | 0.67541 |
1997-12-01 | 0.98667 |
1998-01-01 | 1.17324 |
1998-02-01 | 0.78432 |
1998-03-01 | 0.58599 |
1998-04-01 | 0.88070 |
1998-05-01 | 0.90152 |
1998-06-01 | 0.46844 |
1998-07-01 | 0.83909 |
1998-08-01 | 0.87610 |
1998-09-01 | 0.94231 |
1998-10-01 | 0.97758 |
1998-11-01 | 1.58451 |
1998-12-01 | 1.04233 |
1999-01-01 | 2.42987 |
1999-02-01 | 1.18506 |
1999-03-01 | 0.96592 |
1999-04-01 | 1.01141 |
1999-05-01 | 0.48226 |
1999-06-01 | 0.75006 |
1999-07-01 | 1.33036 |
1999-08-01 | 0.94805 |
1999-09-01 | 0.86229 |
1999-10-01 | 1.25837 |
1999-11-01 | 0.95117 |
1999-12-01 | 0.47586 |
2000-01-01 | 0.81962 |
2000-02-01 | 0.52712 |
2000-03-01 | 0.45203 |
2000-04-01 | 0.97731 |
2000-05-01 | 2.05850 |
2000-06-01 | 0.57393 |
2000-07-01 | 0.49715 |
2000-08-01 | 0.95826 |
2000-09-01 | 0.75037 |
2000-10-01 | 1.53169 |
2000-11-01 | 0.78445 |
2000-12-01 | 0.88585 |
2001-01-01 | 0.60702 |
2001-02-01 | 1.00820 |
2001-03-01 | 0.99301 |
2001-04-01 | 0.58017 |
2001-05-01 | 1.02901 |
2001-06-01 | 0.43333 |
2001-07-01 | 0.67462 |
2001-08-01 | 0.50063 |
2001-09-01 | 0.84218 |
2001-10-01 | 1.44116 |
2001-11-01 | 0.63681 |
2001-12-01 | 0.53470 |
2002-01-01 | 0.65118 |
2002-02-01 | 0.23276 |
2002-03-01 | 0.62543 |
2002-04-01 | 0.34337 |
2002-05-01 | 0.42992 |
2002-06-01 | 0.64491 |
2002-07-01 | 1.24710 |
2002-08-01 | 1.24821 |
2002-09-01 | 1.31124 |
2002-10-01 | 1.02016 |
2002-11-01 | 1.47807 |
2002-12-01 | 0.78243 |
2003-01-01 | 1.92458 |
2003-02-01 | 0.66673 |
2003-03-01 | 0.75219 |
2003-04-01 | 0.91285 |
2003-05-01 | 0.64037 |
2003-06-01 | 1.32625 |
2003-07-01 | 0.95043 |
2003-08-01 | 0.80982 |
2003-09-01 | 0.48063 |
2003-10-01 | 0.76492 |
2003-11-01 | 0.43140 |
2003-12-01 | 0.37108 |
2004-01-01 | 0.63436 |
2004-02-01 | 0.46765 |
2004-03-01 | 0.33859 |
2004-04-01 | 0.61842 |
2004-05-01 | 0.73173 |
2004-06-01 | 0.41776 |
2004-07-01 | 0.22209 |
2004-08-01 | 0.56758 |
2004-09-01 | 0.61289 |
2004-10-01 | 1.14754 |
2004-11-01 | 0.94256 |
2004-12-01 | 1.03077 |
2005-01-01 | 0.78381 |
2005-02-01 | 0.55299 |
2005-03-01 | 0.81745 |
2005-04-01 | 0.76689 |
2005-05-01 | 0.61444 |
2005-06-01 | 0.47036 |
2005-07-01 | 0.37841 |
2005-08-01 | 0.39961 |
2005-09-01 | 0.38325 |
2005-10-01 | 0.77189 |
2005-11-01 | 0.36246 |
2005-12-01 | 0.72749 |
2006-01-01 | 0.45449 |
2006-02-01 | 0.35400 |
2006-03-01 | 0.65135 |
2006-04-01 | 0.48676 |
2006-05-01 | 0.26366 |
2006-06-01 | 0.51275 |
2006-07-01 | 0.63385 |
2006-08-01 | 0.39088 |
2006-09-01 | 0.73932 |
2006-10-01 | 0.57583 |
2006-11-01 | 0.87567 |
2006-12-01 | 0.65837 |
2007-01-01 | 0.81192 |
2007-02-01 | 0.60969 |
2007-03-01 | 0.68952 |
2007-04-01 | 0.63096 |
2007-05-01 | 0.72911 |
2007-06-01 | 0.55918 |
2007-07-01 | 0.56830 |
2007-08-01 | 0.98940 |
2007-09-01 | 0.65061 |
2007-10-01 | 0.48815 |
2007-11-01 | 0.52791 |
2007-12-01 | 0.56573 |
2008-01-01 | 1.06643 |
2008-02-01 | 0.61760 |
2008-03-01 | 0.66406 |
2008-04-01 | 0.32772 |
2008-05-01 | 0.56929 |
2008-06-01 | 0.48725 |
2008-07-01 | 0.67624 |
2008-08-01 | 0.73226 |
2008-09-01 | 1.49408 |
2008-10-01 | 2.31969 |
2008-11-01 | 1.92368 |
2008-12-01 | 0.89086 |
2009-01-01 | 1.01296 |
2009-02-01 | 1.79662 |
2009-03-01 | 1.31689 |
2009-04-01 | 0.93927 |
2009-05-01 | 1.30202 |
2009-06-01 | 0.71365 |
2009-07-01 | 0.71170 |
2009-08-01 | 0.71187 |
2009-09-01 | 0.41957 |
2009-10-01 | 0.58562 |
2009-11-01 | 0.68955 |
2009-12-01 | 0.75806 |
2010-01-01 | 1.11580 |
2010-02-01 | 0.72116 |
2010-03-01 | 0.80476 |
2010-04-01 | 0.79730 |
2010-05-01 | 0.55079 |
2010-06-01 | 0.73861 |
2010-07-01 | 0.81161 |
2010-08-01 | 0.37209 |
2010-09-01 | 0.57158 |
2010-10-01 | 0.29774 |
2010-11-01 | 0.68244 |
2010-12-01 | 0.43904 |
2011-01-01 | 1.31707 |
2011-02-01 | 0.70926 |
2011-03-01 | 0.64610 |
2011-04-01 | 0.83122 |
2011-05-01 | 0.53476 |
2011-06-01 | 0.71105 |
2011-07-01 | 3.08410 |
2011-08-01 | 3.95168 |
2011-09-01 | 0.95161 |
2011-10-01 | 1.20204 |
2011-11-01 | 1.57467 |
2011-12-01 | 1.01333 |
2012-01-01 | 1.69226 |
2012-02-01 | 0.99652 |
2012-03-01 | 0.67330 |
2012-04-01 | 0.52950 |
2012-05-01 | 0.66849 |
2012-06-01 | 1.71116 |
2012-07-01 | 0.51458 |
2012-08-01 | 1.42058 |
2012-09-01 | 0.79337 |
2012-10-01 | 0.72735 |
2012-11-01 | 1.63235 |
2012-12-01 | 1.42774 |
2013-01-01 | 1.27454 |
2013-02-01 | 2.98747 |
2013-03-01 | 1.79573 |
2013-04-01 | 0.45411 |
2013-05-01 | 1.14308 |
2013-06-01 | 0.73214 |
2013-07-01 | 1.25802 |
2013-08-01 | 0.46402 |
2013-09-01 | 1.31462 |
2013-10-01 | 2.34127 |
2013-11-01 | 0.79294 |
2013-12-01 | 1.19557 |
2014-01-01 | 1.25719 |
2014-02-01 | 0.42634 |
2014-03-01 | 1.19112 |
2014-04-01 | 1.04070 |
2014-05-01 | 0.76021 |
2014-06-01 | 0.43646 |
2014-07-01 | 0.95291 |
2014-08-01 | 0.72291 |
2014-09-01 | 0.39152 |
2014-10-01 | 0.60926 |
2014-11-01 | 0.38597 |
2014-12-01 | 0.79059 |
2015-01-01 | 1.35277 |
2015-02-01 | 0.73118 |
2015-03-01 | 0.46493 |
2015-04-01 | 0.67944 |
2015-05-01 | 0.34971 |
2015-06-01 | 0.40816 |
2015-07-01 | 0.71424 |
2015-08-01 | 0.23146 |
2015-09-01 | 0.36659 |
2015-10-01 | 0.46146 |
2015-11-01 | 0.49218 |
2015-12-01 | 0.44694 |
2016-01-01 | 0.67585 |
2016-02-01 | 1.12126 |
2016-03-01 | 0.77519 |
2016-04-01 | 0.36528 |
2016-05-01 | 0.77666 |
2016-06-01 | 0.76717 |
2016-07-01 | 0.35830 |
2016-08-01 | 0.40952 |
2016-09-01 | 0.42220 |
2016-10-01 | 0.99123 |
2016-11-01 | 1.49210 |
2016-12-01 | 0.39903 |
2017-01-01 | 1.65946 |
2017-02-01 | 1.43689 |
2017-03-01 | 1.52024 |
2017-04-01 | 1.41989 |
2017-05-01 | 0.48355 |
2017-06-01 | 0.55077 |
2017-07-01 | 0.44160 |
2017-08-01 | 1.06146 |
2017-09-01 | 0.60349 |
2017-10-01 | 0.53673 |
2017-11-01 | 0.36872 |
2017-12-01 | 2.59099 |
2018-01-01 | 0.84083 |
2018-02-01 | 0.73627 |
2018-03-01 | 0.54654 |
2018-04-01 | 0.41604 |
2018-05-01 | 1.02057 |
2018-06-01 | 0.33987 |
2018-07-01 | 0.23508 |
2018-08-01 | 0.11267 |
2018-09-01 | 0.46224 |
2018-10-01 | 0.71318 |
2018-11-01 | 1.97713 |
2018-12-01 | 2.71676 |
2019-01-01 | 0.88731 |
2019-02-01 | 0.37621 |
2019-03-01 | 1.03118 |
2019-04-01 | 0.31086 |
2019-05-01 | 0.37793 |
2019-06-01 | 0.41518 |
2019-07-01 | 0.68094 |
2019-08-01 | 0.58544 |
2019-09-01 | 0.43901 |
2019-10-01 | 0.31889 |
2019-11-01 | 1.35016 |
2019-12-01 | 0.78707 |
2020-01-01 | 0.26370 |
2020-02-01 | 1.33937 |
2020-03-01 | 6.38550 |
2020-04-01 | 3.16384 |
2020-05-01 | 2.09010 |
2020-06-01 | 0.93089 |
2020-07-01 | 0.77775 |
2020-08-01 | 2.93455 |
2020-09-01 | 0.92338 |
2020-10-01 | 2.40728 |
2020-11-01 | 1.37660 |
2020-12-01 | 0.84802 |
2021-01-01 | 1.71530 |
2021-02-01 | 0.80376 |
2021-03-01 | 1.76241 |
2021-04-01 | 1.61280 |
2021-05-01 | 0.61350 |
2021-06-01 | 2.38240 |
2021-07-01 | 0.72804 |
2021-08-01 | 1.20603 |
2021-09-01 | 0.67569 |
2021-10-01 | 0.32269 |
2021-11-01 | 0.99947 |
2021-12-01 | 0.89457 |
2022-01-01 | 0.72686 |
2022-02-01 | 0.47314 |
2022-03-01 | 0.80405 |
2022-04-01 | 0.31735 |
2022-05-01 | 0.60570 |
2022-06-01 | 0.66283 |
2022-07-01 | 0.95593 |
2022-08-01 | 1.52290 |
2022-09-01 | 0.61092 |
2022-10-01 | 1.88373 |
2022-11-01 | 0.54907 |
2022-12-01 | 0.31882 |
2023-01-01 | 1.20844 |
2023-02-01 | 0.88804 |
2023-03-01 | 1.34161 |
2023-04-01 | 1.11593 |
2023-05-01 | 3.39985 |
2023-06-01 | 0.00000 |
2023-07-01 | 0.34819 |
2023-08-01 | 0.42147 |
2023-09-01 | 1.12921 |
2023-10-01 | 1.02740 |
2023-11-01 | 1.76628 |
2023-12-01 | 0.74064 |
2024-01-01 | 0.00000 |
2024-02-01 | 1.71168 |
2024-03-01 | 1.07881 |
2024-04-01 | 0.50326 |
2024-05-01 | 0.31187 |
2024-06-01 | 1.11955 |
2024-07-01 | 0.44177 |
2024-08-01 | 0.78810 |
2024-09-01 | 1.99184 |
2024-10-01 | 1.75648 |