Federal Reserve Economic Data

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

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