Table Data - Equity Market Volatility Tracker: Intellectual Property Matters
| Title | Equity Market Volatility Tracker: Intellectual Property Matters |
|---|---|
| Series ID | EMVIPMAT |
| 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 | 0.56609 |
| 1985-03-01 | 0.57882 |
| 1985-04-01 | 0.21386 |
| 1985-05-01 | 0.26406 |
| 1985-06-01 | 0.32892 |
| 1985-07-01 | 0.16384 |
| 1985-08-01 | 0.41913 |
| 1985-09-01 | 0.94668 |
| 1985-10-01 | 0.18797 |
| 1985-11-01 | 0.35909 |
| 1985-12-01 | 0.32067 |
| 1986-01-01 | 0.32878 |
| 1986-02-01 | 0.56555 |
| 1986-03-01 | 0.40044 |
| 1986-04-01 | 0.26103 |
| 1986-05-01 | 0.27768 |
| 1986-06-01 | 0.42624 |
| 1986-07-01 | 0.51004 |
| 1986-08-01 | 0.20361 |
| 1986-09-01 | 0.62025 |
| 1986-10-01 | 0.70451 |
| 1986-11-01 | 0.75130 |
| 1986-12-01 | 0.52471 |
| 1987-01-01 | 0.29699 |
| 1987-02-01 | 0.47075 |
| 1987-03-01 | 0.42136 |
| 1987-04-01 | 0.22904 |
| 1987-05-01 | 0.58051 |
| 1987-06-01 | 0.55189 |
| 1987-07-01 | 0.70079 |
| 1987-08-01 | 0.62629 |
| 1987-09-01 | 0.53883 |
| 1987-10-01 | 1.15265 |
| 1987-11-01 | 1.97012 |
| 1987-12-01 | 1.09081 |
| 1988-01-01 | 0.65798 |
| 1988-02-01 | 0.55157 |
| 1988-03-01 | 0.40358 |
| 1988-04-01 | 0.82717 |
| 1988-05-01 | 0.71727 |
| 1988-06-01 | 0.55740 |
| 1988-07-01 | 0.48036 |
| 1988-08-01 | 0.53957 |
| 1988-09-01 | 0.45297 |
| 1988-10-01 | 0.62173 |
| 1988-11-01 | 0.76077 |
| 1988-12-01 | 0.39836 |
| 1989-01-01 | 0.54671 |
| 1989-02-01 | 0.45611 |
| 1989-03-01 | 0.36430 |
| 1989-04-01 | 0.46083 |
| 1989-05-01 | 0.40070 |
| 1989-06-01 | 0.44997 |
| 1989-07-01 | 0.78124 |
| 1989-08-01 | 0.63307 |
| 1989-09-01 | 0.48948 |
| 1989-10-01 | 0.52124 |
| 1989-11-01 | 0.65273 |
| 1989-12-01 | 0.70354 |
| 1990-01-01 | 0.53038 |
| 1990-02-01 | 0.53302 |
| 1990-03-01 | 0.35638 |
| 1990-04-01 | 0.54754 |
| 1990-05-01 | 0.29410 |
| 1990-06-01 | 0.53919 |
| 1990-07-01 | 0.56364 |
| 1990-08-01 | 0.47610 |
| 1990-09-01 | 0.50459 |
| 1990-10-01 | 0.66827 |
| 1990-11-01 | 0.42455 |
| 1990-12-01 | 0.21546 |
| 1991-01-01 | 0.46884 |
| 1991-02-01 | 0.32481 |
| 1991-03-01 | 0.64935 |
| 1991-04-01 | 0.60251 |
| 1991-05-01 | 0.52218 |
| 1991-06-01 | 0.54865 |
| 1991-07-01 | 0.34278 |
| 1991-08-01 | 0.52513 |
| 1991-09-01 | 0.79079 |
| 1991-10-01 | 0.46363 |
| 1991-11-01 | 0.76169 |
| 1991-12-01 | 0.66227 |
| 1992-01-01 | 0.77242 |
| 1992-02-01 | 0.45206 |
| 1992-03-01 | 0.76677 |
| 1992-04-01 | 0.53363 |
| 1992-05-01 | 0.58512 |
| 1992-06-01 | 0.76401 |
| 1992-07-01 | 0.34692 |
| 1992-08-01 | 0.74657 |
| 1992-09-01 | 0.46867 |
| 1992-10-01 | 0.64003 |
| 1992-11-01 | 0.77068 |
| 1992-12-01 | 0.43719 |
| 1993-01-01 | 0.73374 |
| 1993-02-01 | 0.77503 |
| 1993-03-01 | 0.16498 |
| 1993-04-01 | 0.70896 |
| 1993-05-01 | 0.68885 |
| 1993-06-01 | 0.67890 |
| 1993-07-01 | 0.91607 |
| 1993-08-01 | 0.79608 |
| 1993-09-01 | 0.86488 |
| 1993-10-01 | 0.36050 |
| 1993-11-01 | 0.37528 |
| 1993-12-01 | 0.47759 |
| 1994-01-01 | 0.62035 |
| 1994-02-01 | 1.12485 |
| 1994-03-01 | 0.56512 |
| 1994-04-01 | 0.63147 |
| 1994-05-01 | 0.70880 |
| 1994-06-01 | 0.83784 |
| 1994-07-01 | 1.02838 |
| 1994-08-01 | 0.91875 |
| 1994-09-01 | 0.50658 |
| 1994-10-01 | 0.90099 |
| 1994-11-01 | 0.73227 |
| 1994-12-01 | 0.86376 |
| 1995-01-01 | 0.65307 |
| 1995-02-01 | 0.56532 |
| 1995-03-01 | 0.81874 |
| 1995-04-01 | 0.37871 |
| 1995-05-01 | 0.37891 |
| 1995-06-01 | 0.46220 |
| 1995-07-01 | 0.66952 |
| 1995-08-01 | 0.40152 |
| 1995-09-01 | 0.43091 |
| 1995-10-01 | 0.82227 |
| 1995-11-01 | 0.52998 |
| 1995-12-01 | 0.36366 |
| 1996-01-01 | 0.66249 |
| 1996-02-01 | 0.43937 |
| 1996-03-01 | 0.58143 |
| 1996-04-01 | 0.52663 |
| 1996-05-01 | 0.77943 |
| 1996-06-01 | 0.77841 |
| 1996-07-01 | 0.99960 |
| 1996-08-01 | 0.56330 |
| 1996-09-01 | 0.66521 |
| 1996-10-01 | 0.49944 |
| 1996-11-01 | 0.30036 |
| 1996-12-01 | 0.65315 |
| 1997-01-01 | 0.43854 |
| 1997-02-01 | 0.60364 |
| 1997-03-01 | 0.84243 |
| 1997-04-01 | 0.99888 |
| 1997-05-01 | 0.99579 |
| 1997-06-01 | 0.99900 |
| 1997-07-01 | 0.57641 |
| 1997-08-01 | 0.73508 |
| 1997-09-01 | 1.09082 |
| 1997-10-01 | 0.90283 |
| 1997-11-01 | 0.62346 |
| 1997-12-01 | 0.62316 |
| 1998-01-01 | 1.06658 |
| 1998-02-01 | 0.67974 |
| 1998-03-01 | 0.63107 |
| 1998-04-01 | 0.88070 |
| 1998-05-01 | 1.50254 |
| 1998-06-01 | 0.62459 |
| 1998-07-01 | 0.89153 |
| 1998-08-01 | 0.98561 |
| 1998-09-01 | 0.94231 |
| 1998-10-01 | 0.92613 |
| 1998-11-01 | 0.90543 |
| 1998-12-01 | 1.35503 |
| 1999-01-01 | 1.35621 |
| 1999-02-01 | 0.86186 |
| 1999-03-01 | 0.50838 |
| 1999-04-01 | 1.05957 |
| 1999-05-01 | 0.77162 |
| 1999-06-01 | 0.65005 |
| 1999-07-01 | 1.27493 |
| 1999-08-01 | 1.30357 |
| 1999-09-01 | 0.91619 |
| 1999-10-01 | 0.94378 |
| 1999-11-01 | 1.05685 |
| 1999-12-01 | 1.00460 |
| 2000-01-01 | 0.81962 |
| 2000-02-01 | 0.70283 |
| 2000-03-01 | 1.58210 |
| 2000-04-01 | 1.16055 |
| 2000-05-01 | 0.97207 |
| 2000-06-01 | 1.37744 |
| 2000-07-01 | 0.88382 |
| 2000-08-01 | 0.53237 |
| 2000-09-01 | 1.07195 |
| 2000-10-01 | 0.47535 |
| 2000-11-01 | 1.23271 |
| 2000-12-01 | 1.20222 |
| 2001-01-01 | 0.99331 |
| 2001-02-01 | 1.17624 |
| 2001-03-01 | 1.14980 |
| 2001-04-01 | 1.21308 |
| 2001-05-01 | 0.59575 |
| 2001-06-01 | 0.59582 |
| 2001-07-01 | 0.56219 |
| 2001-08-01 | 0.94564 |
| 2001-09-01 | 0.32392 |
| 2001-10-01 | 0.41176 |
| 2001-11-01 | 0.40524 |
| 2001-12-01 | 0.95058 |
| 2002-01-01 | 0.65118 |
| 2002-02-01 | 0.98923 |
| 2002-03-01 | 0.78179 |
| 2002-04-01 | 0.80120 |
| 2002-05-01 | 0.64488 |
| 2002-06-01 | 0.82079 |
| 2002-07-01 | 1.50964 |
| 2002-08-01 | 0.85404 |
| 2002-09-01 | 1.56100 |
| 2002-10-01 | 0.75170 |
| 2002-11-01 | 0.62534 |
| 2002-12-01 | 0.44710 |
| 2003-01-01 | 0.82482 |
| 2003-02-01 | 0.36367 |
| 2003-03-01 | 0.96711 |
| 2003-04-01 | 0.64437 |
| 2003-05-01 | 0.48028 |
| 2003-06-01 | 0.95490 |
| 2003-07-01 | 0.55908 |
| 2003-08-01 | 0.43190 |
| 2003-09-01 | 0.64085 |
| 2003-10-01 | 0.53994 |
| 2003-11-01 | 0.52727 |
| 2003-12-01 | 0.53012 |
| 2004-01-01 | 0.84582 |
| 2004-02-01 | 0.46765 |
| 2004-03-01 | 0.43533 |
| 2004-04-01 | 0.36075 |
| 2004-05-01 | 0.31360 |
| 2004-06-01 | 0.52220 |
| 2004-07-01 | 0.55523 |
| 2004-08-01 | 0.51598 |
| 2004-09-01 | 0.15322 |
| 2004-10-01 | 0.79829 |
| 2004-11-01 | 0.73310 |
| 2004-12-01 | 0.67000 |
| 2005-01-01 | 0.83606 |
| 2005-02-01 | 0.16590 |
| 2005-03-01 | 0.19234 |
| 2005-04-01 | 0.86914 |
| 2005-05-01 | 0.15361 |
| 2005-06-01 | 0.67941 |
| 2005-07-01 | 0.37841 |
| 2005-08-01 | 0.39961 |
| 2005-09-01 | 0.33535 |
| 2005-10-01 | 0.40865 |
| 2005-11-01 | 0.41424 |
| 2005-12-01 | 0.78345 |
| 2006-01-01 | 0.79535 |
| 2006-02-01 | 0.35400 |
| 2006-03-01 | 0.27915 |
| 2006-04-01 | 0.38941 |
| 2006-05-01 | 0.31640 |
| 2006-06-01 | 0.45578 |
| 2006-07-01 | 0.57622 |
| 2006-08-01 | 0.72592 |
| 2006-09-01 | 0.39430 |
| 2006-10-01 | 0.38388 |
| 2006-11-01 | 0.56918 |
| 2006-12-01 | 0.94052 |
| 2007-01-01 | 0.49617 |
| 2007-02-01 | 0.96534 |
| 2007-03-01 | 1.47098 |
| 2007-04-01 | 1.08165 |
| 2007-05-01 | 0.91139 |
| 2007-06-01 | 0.83876 |
| 2007-07-01 | 0.92995 |
| 2007-08-01 | 0.83318 |
| 2007-09-01 | 0.75071 |
| 2007-10-01 | 0.43933 |
| 2007-11-01 | 0.71988 |
| 2007-12-01 | 0.82289 |
| 2008-01-01 | 0.69318 |
| 2008-02-01 | 0.66907 |
| 2008-03-01 | 0.47433 |
| 2008-04-01 | 0.28091 |
| 2008-05-01 | 0.28464 |
| 2008-06-01 | 0.48725 |
| 2008-07-01 | 0.22541 |
| 2008-08-01 | 0.36613 |
| 2008-09-01 | 0.80929 |
| 2008-10-01 | 0.85462 |
| 2008-11-01 | 0.78150 |
| 2008-12-01 | 0.41574 |
| 2009-01-01 | 0.71503 |
| 2009-02-01 | 0.44916 |
| 2009-03-01 | 0.71831 |
| 2009-04-01 | 0.33151 |
| 2009-05-01 | 0.23673 |
| 2009-06-01 | 0.58389 |
| 2009-07-01 | 0.87594 |
| 2009-08-01 | 0.87615 |
| 2009-09-01 | 0.78670 |
| 2009-10-01 | 0.53238 |
| 2009-11-01 | 0.68955 |
| 2009-12-01 | 0.45484 |
| 2010-01-01 | 0.70471 |
| 2010-02-01 | 0.83211 |
| 2010-03-01 | 0.53651 |
| 2010-04-01 | 1.08206 |
| 2010-05-01 | 0.88126 |
| 2010-06-01 | 0.62498 |
| 2010-07-01 | 0.75364 |
| 2010-08-01 | 0.53156 |
| 2010-09-01 | 0.77943 |
| 2010-10-01 | 0.54586 |
| 2010-11-01 | 0.79618 |
| 2010-12-01 | 0.54880 |
| 2011-01-01 | 0.74443 |
| 2011-02-01 | 0.38191 |
| 2011-03-01 | 0.58737 |
| 2011-04-01 | 0.38790 |
| 2011-05-01 | 0.77243 |
| 2011-06-01 | 1.06657 |
| 2011-07-01 | 1.20682 |
| 2011-08-01 | 2.81177 |
| 2011-09-01 | 1.01505 |
| 2011-10-01 | 1.08184 |
| 2011-11-01 | 0.90846 |
| 2011-12-01 | 0.60800 |
| 2012-01-01 | 0.66481 |
| 2012-02-01 | 0.78298 |
| 2012-03-01 | 0.42846 |
| 2012-04-01 | 0.82366 |
| 2012-05-01 | 0.60164 |
| 2012-06-01 | 0.88980 |
| 2012-07-01 | 0.44107 |
| 2012-08-01 | 0.43235 |
| 2012-09-01 | 0.48823 |
| 2012-10-01 | 0.78330 |
| 2012-11-01 | 0.43529 |
| 2012-12-01 | 0.81585 |
| 2013-01-01 | 0.45519 |
| 2013-02-01 | 0.39309 |
| 2013-03-01 | 0.35039 |
| 2013-04-01 | 0.30274 |
| 2013-05-01 | 0.49699 |
| 2013-06-01 | 0.58571 |
| 2013-07-01 | 0.36692 |
| 2013-08-01 | 0.20623 |
| 2013-09-01 | 0.34294 |
| 2013-10-01 | 0.27872 |
| 2013-11-01 | 0.39647 |
| 2013-12-01 | 0.45546 |
| 2014-01-01 | 0.57145 |
| 2014-02-01 | 0.26646 |
| 2014-03-01 | 0.77423 |
| 2014-04-01 | 0.24487 |
| 2014-05-01 | 0.58478 |
| 2014-06-01 | 0.65469 |
| 2014-07-01 | 0.59557 |
| 2014-08-01 | 0.77851 |
| 2014-09-01 | 0.33559 |
| 2014-10-01 | 0.54833 |
| 2014-11-01 | 0.45030 |
| 2014-12-01 | 0.24326 |
| 2015-01-01 | 0.47347 |
| 2015-02-01 | 0.30466 |
| 2015-03-01 | 0.98797 |
| 2015-04-01 | 0.54355 |
| 2015-05-01 | 0.52456 |
| 2015-06-01 | 0.58309 |
| 2015-07-01 | 0.57139 |
| 2015-08-01 | 0.46291 |
| 2015-09-01 | 0.58654 |
| 2015-10-01 | 0.65922 |
| 2015-11-01 | 0.63281 |
| 2015-12-01 | 0.37245 |
| 2016-01-01 | 0.33792 |
| 2016-02-01 | 0.50967 |
| 2016-03-01 | 0.17226 |
| 2016-04-01 | 0.21917 |
| 2016-05-01 | 0.97083 |
| 2016-06-01 | 0.19179 |
| 2016-07-01 | 0.26873 |
| 2016-08-01 | 0.10238 |
| 2016-09-01 | 0.08444 |
| 2016-10-01 | 0.39649 |
| 2016-11-01 | 0.34433 |
| 2016-12-01 | 0.59855 |
| 2017-01-01 | 0.41486 |
| 2017-02-01 | 0.66318 |
| 2017-03-01 | 0.38006 |
| 2017-04-01 | 0.82827 |
| 2017-05-01 | 0.19342 |
| 2017-06-01 | 0.55077 |
| 2017-07-01 | 0.33120 |
| 2017-08-01 | 0.11794 |
| 2017-09-01 | 0.25864 |
| 2017-10-01 | 0.44728 |
| 2017-11-01 | 0.24581 |
| 2017-12-01 | 0.40910 |
| 2018-01-01 | 0.84083 |
| 2018-02-01 | 0.36814 |
| 2018-03-01 | 1.42101 |
| 2018-04-01 | 0.83208 |
| 2018-05-01 | 0.63785 |
| 2018-06-01 | 0.56645 |
| 2018-07-01 | 0.47016 |
| 2018-08-01 | 0.22533 |
| 2018-09-01 | 0.61632 |
| 2018-10-01 | 0.47545 |
| 2018-11-01 | 0.15209 |
| 2018-12-01 | 2.26397 |
| 2019-01-01 | 1.03519 |
| 2019-02-01 | 0.75243 |
| 2019-03-01 | 0.29462 |
| 2019-04-01 | 0.77714 |
| 2019-05-01 | 0.75587 |
| 2019-06-01 | 0.83036 |
| 2019-07-01 | 1.19165 |
| 2019-08-01 | 1.02452 |
| 2019-09-01 | 0.29267 |
| 2019-10-01 | 0.42518 |
| 2019-11-01 | 1.05013 |
| 2019-12-01 | 0.78707 |
| 2020-01-01 | 0.39556 |
| 2020-02-01 | 1.33937 |
| 2020-03-01 | 0.65492 |
| 2020-04-01 | 0.87885 |
| 2020-05-01 | 0.41802 |
| 2020-06-01 | 0.55853 |
| 2020-07-01 | 0.46665 |
| 2020-08-01 | 0.65212 |
| 2020-09-01 | 0.15390 |
| 2020-10-01 | 0.34390 |
| 2020-11-01 | 0.15296 |
| 2020-12-01 | 0.00000 |
| 2021-01-01 | 0.85765 |
| 2021-02-01 | 0.32151 |
| 2021-03-01 | 0.00000 |
| 2021-04-01 | 0.32256 |
| 2021-05-01 | 0.30675 |
| 2021-06-01 | 0.34034 |
| 2021-07-01 | 0.72804 |
| 2021-08-01 | 0.86145 |
| 2021-09-01 | 0.00000 |
| 2021-10-01 | 0.00000 |
| 2021-11-01 | 0.57113 |
| 2021-12-01 | 0.14909 |
| 2022-01-01 | 0.43612 |
| 2022-02-01 | 0.47314 |
| 2022-03-01 | 0.00000 |
| 2022-04-01 | 0.63470 |
| 2022-05-01 | 0.45428 |
| 2022-06-01 | 0.39770 |
| 2022-07-01 | 0.00000 |
| 2022-08-01 | 0.65267 |
| 2022-09-01 | 0.24437 |
| 2022-10-01 | 0.28980 |
| 2022-11-01 | 0.54907 |
| 2022-12-01 | 0.00000 |
| 2023-01-01 | 0.00000 |
| 2023-02-01 | 0.35522 |
| 2023-03-01 | 0.33540 |
| 2023-04-01 | 0.95652 |
| 2023-05-01 | 0.33999 |
| 2023-06-01 | 0.00000 |
| 2023-07-01 | 0.17410 |
| 2023-08-01 | 0.42147 |
| 2023-09-01 | 1.69381 |
| 2023-10-01 | 0.34247 |
| 2023-11-01 | 0.00000 |
| 2023-12-01 | 0.18516 |
| 2024-01-01 | 0.35411 |
| 2024-02-01 | 0.38037 |
| 2024-03-01 | 0.71921 |
| 2024-04-01 | 0.50326 |
| 2024-05-01 | 0.00000 |
| 2024-06-01 | 0.00000 |
| 2024-07-01 | 0.44177 |
| 2024-08-01 | 0.63048 |
| 2024-09-01 | 0.00000 |
| 2024-10-01 | 0.39033 |
