Table Data - Equity Market Volatility Tracker: Lawsuit And Tort Reform Supreme Court Decisions
Title | Equity Market Volatility Tracker: Lawsuit And Tort Reform Supreme Court Decisions |
---|---|
Series ID | EMVLAWTORT |
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 | 0.08074 |
1985-02-01 | 0.08087 |
1985-03-01 | 0.33076 |
1985-04-01 | 0.21386 |
1985-05-01 | 0.26406 |
1985-06-01 | 0.32892 |
1985-07-01 | 0.08192 |
1985-08-01 | 0.00000 |
1985-09-01 | 0.36411 |
1985-10-01 | 0.18797 |
1985-11-01 | 0.21545 |
1985-12-01 | 0.25653 |
1986-01-01 | 0.19727 |
1986-02-01 | 0.48475 |
1986-03-01 | 0.13348 |
1986-04-01 | 0.13051 |
1986-05-01 | 0.13884 |
1986-06-01 | 0.66981 |
1986-07-01 | 0.43717 |
1986-08-01 | 0.27148 |
1986-09-01 | 0.06892 |
1986-10-01 | 0.06405 |
1986-11-01 | 0.18783 |
1986-12-01 | 0.34980 |
1987-01-01 | 0.23759 |
1987-02-01 | 0.17653 |
1987-03-01 | 0.26335 |
1987-04-01 | 0.62986 |
1987-05-01 | 0.00000 |
1987-06-01 | 0.44151 |
1987-07-01 | 0.43126 |
1987-08-01 | 0.10438 |
1987-09-01 | 0.14695 |
1987-10-01 | 1.75642 |
1987-11-01 | 1.74496 |
1987-12-01 | 1.14535 |
1988-01-01 | 1.15146 |
1988-02-01 | 0.38610 |
1988-03-01 | 0.10090 |
1988-04-01 | 0.38601 |
1988-05-01 | 0.27587 |
1988-06-01 | 0.60808 |
1988-07-01 | 0.18014 |
1988-08-01 | 0.16187 |
1988-09-01 | 0.15099 |
1988-10-01 | 0.25905 |
1988-11-01 | 0.60861 |
1988-12-01 | 0.14939 |
1989-01-01 | 0.49204 |
1989-02-01 | 0.22805 |
1989-03-01 | 0.09108 |
1989-04-01 | 0.23042 |
1989-05-01 | 0.35062 |
1989-06-01 | 0.24998 |
1989-07-01 | 0.26041 |
1989-08-01 | 0.15827 |
1989-09-01 | 0.14685 |
1989-10-01 | 0.14216 |
1989-11-01 | 0.20084 |
1989-12-01 | 0.25126 |
1990-01-01 | 0.38573 |
1990-02-01 | 0.23690 |
1990-03-01 | 0.31184 |
1990-04-01 | 0.09955 |
1990-05-01 | 0.16806 |
1990-06-01 | 0.24509 |
1990-07-01 | 0.33818 |
1990-08-01 | 0.19044 |
1990-09-01 | 0.05046 |
1990-10-01 | 0.25703 |
1990-11-01 | 0.09435 |
1990-12-01 | 0.26932 |
1991-01-01 | 0.20837 |
1991-02-01 | 0.19489 |
1991-03-01 | 0.10822 |
1991-04-01 | 0.27387 |
1991-05-01 | 0.31331 |
1991-06-01 | 0.43892 |
1991-07-01 | 0.45704 |
1991-08-01 | 0.15754 |
1991-09-01 | 0.31631 |
1991-10-01 | 0.72119 |
1991-11-01 | 0.21762 |
1991-12-01 | 0.20377 |
1992-01-01 | 0.11035 |
1992-02-01 | 0.22603 |
1992-03-01 | 0.15335 |
1992-04-01 | 0.42690 |
1992-05-01 | 0.21277 |
1992-06-01 | 0.43657 |
1992-07-01 | 0.24780 |
1992-08-01 | 0.13175 |
1992-09-01 | 0.18747 |
1992-10-01 | 0.24617 |
1992-11-01 | 0.28901 |
1992-12-01 | 0.04858 |
1993-01-01 | 0.22577 |
1993-02-01 | 0.17885 |
1993-03-01 | 0.10999 |
1993-04-01 | 0.16361 |
1993-05-01 | 0.40183 |
1993-06-01 | 0.16973 |
1993-07-01 | 0.00000 |
1993-08-01 | 0.34118 |
1993-09-01 | 0.00000 |
1993-10-01 | 0.05150 |
1993-11-01 | 0.16083 |
1993-12-01 | 0.26533 |
1994-01-01 | 0.00000 |
1994-02-01 | 0.16069 |
1994-03-01 | 0.15412 |
1994-04-01 | 0.22963 |
1994-05-01 | 0.30377 |
1994-06-01 | 0.19714 |
1994-07-01 | 0.11426 |
1994-08-01 | 0.20417 |
1994-09-01 | 0.05629 |
1994-10-01 | 0.20022 |
1994-11-01 | 0.00000 |
1994-12-01 | 0.10162 |
1995-01-01 | 0.16327 |
1995-02-01 | 0.50251 |
1995-03-01 | 0.21833 |
1995-04-01 | 0.10820 |
1995-05-01 | 0.10826 |
1995-06-01 | 0.17333 |
1995-07-01 | 0.30433 |
1995-08-01 | 0.17208 |
1995-09-01 | 0.16159 |
1995-10-01 | 0.10964 |
1995-11-01 | 0.17666 |
1995-12-01 | 0.06061 |
1996-01-01 | 0.13250 |
1996-02-01 | 0.12554 |
1996-03-01 | 0.40700 |
1996-04-01 | 0.05851 |
1996-05-01 | 0.11135 |
1996-06-01 | 0.05988 |
1996-07-01 | 0.12495 |
1996-08-01 | 0.31295 |
1996-09-01 | 0.11087 |
1996-10-01 | 0.27747 |
1996-11-01 | 0.24029 |
1996-12-01 | 0.41564 |
1997-01-01 | 0.21927 |
1997-02-01 | 0.16463 |
1997-03-01 | 0.26326 |
1997-04-01 | 0.22197 |
1997-05-01 | 0.15723 |
1997-06-01 | 0.47321 |
1997-07-01 | 0.23056 |
1997-08-01 | 0.21002 |
1997-09-01 | 0.04958 |
1997-10-01 | 0.15047 |
1997-11-01 | 0.46759 |
1997-12-01 | 0.36351 |
1998-01-01 | 0.37330 |
1998-02-01 | 0.10458 |
1998-03-01 | 0.27046 |
1998-04-01 | 0.39142 |
1998-05-01 | 0.25042 |
1998-06-01 | 0.15615 |
1998-07-01 | 0.10489 |
1998-08-01 | 0.16427 |
1998-09-01 | 0.26175 |
1998-10-01 | 0.05145 |
1998-11-01 | 0.33954 |
1998-12-01 | 0.41693 |
1999-01-01 | 0.39556 |
1999-02-01 | 0.16160 |
1999-03-01 | 0.40670 |
1999-04-01 | 0.09632 |
1999-05-01 | 0.43404 |
1999-06-01 | 0.20001 |
1999-07-01 | 0.16629 |
1999-08-01 | 0.17776 |
1999-09-01 | 0.10779 |
1999-10-01 | 0.41946 |
1999-11-01 | 0.26421 |
1999-12-01 | 0.31724 |
2000-01-01 | 0.23418 |
2000-02-01 | 0.05857 |
2000-03-01 | 0.28252 |
2000-04-01 | 0.61082 |
2000-05-01 | 0.22872 |
2000-06-01 | 0.40175 |
2000-07-01 | 0.05524 |
2000-08-01 | 0.31942 |
2000-09-01 | 0.10720 |
2000-10-01 | 0.42253 |
2000-11-01 | 1.00858 |
2000-12-01 | 3.03719 |
2001-01-01 | 0.33110 |
2001-02-01 | 0.16803 |
2001-03-01 | 0.41811 |
2001-04-01 | 0.21097 |
2001-05-01 | 0.05416 |
2001-06-01 | 0.05417 |
2001-07-01 | 0.39353 |
2001-08-01 | 0.33376 |
2001-09-01 | 0.32392 |
2001-10-01 | 0.30882 |
2001-11-01 | 0.05789 |
2001-12-01 | 0.29706 |
2002-01-01 | 0.35519 |
2002-02-01 | 0.40733 |
2002-03-01 | 0.20848 |
2002-04-01 | 0.28614 |
2002-05-01 | 0.05374 |
2002-06-01 | 0.58628 |
2002-07-01 | 0.19691 |
2002-08-01 | 0.45987 |
2002-09-01 | 0.49952 |
2002-10-01 | 0.21477 |
2002-11-01 | 0.56849 |
2002-12-01 | 0.55888 |
2003-01-01 | 0.27494 |
2003-02-01 | 0.12122 |
2003-03-01 | 0.42982 |
2003-04-01 | 0.48328 |
2003-05-01 | 0.48028 |
2003-06-01 | 0.31830 |
2003-07-01 | 0.16772 |
2003-08-01 | 0.10798 |
2003-09-01 | 0.32042 |
2003-10-01 | 0.26997 |
2003-11-01 | 0.09587 |
2003-12-01 | 0.15903 |
2004-01-01 | 0.31718 |
2004-02-01 | 0.05196 |
2004-03-01 | 0.29022 |
2004-04-01 | 0.20614 |
2004-05-01 | 0.20906 |
2004-06-01 | 0.20888 |
2004-07-01 | 0.22209 |
2004-08-01 | 0.46438 |
2004-09-01 | 0.10215 |
2004-10-01 | 0.24946 |
2004-11-01 | 0.47128 |
2004-12-01 | 0.36077 |
2005-01-01 | 0.62704 |
2005-02-01 | 0.16590 |
2005-03-01 | 0.24043 |
2005-04-01 | 0.20450 |
2005-05-01 | 0.20481 |
2005-06-01 | 0.41810 |
2005-07-01 | 0.33111 |
2005-08-01 | 0.34252 |
2005-09-01 | 0.14372 |
2005-10-01 | 0.81730 |
2005-11-01 | 0.15534 |
2005-12-01 | 0.44768 |
2006-01-01 | 0.22724 |
2006-02-01 | 0.10114 |
2006-03-01 | 0.27915 |
2006-04-01 | 0.19470 |
2006-05-01 | 0.15820 |
2006-06-01 | 0.22789 |
2006-07-01 | 0.11524 |
2006-08-01 | 0.11168 |
2006-09-01 | 0.24644 |
2006-10-01 | 0.14396 |
2006-11-01 | 0.35027 |
2006-12-01 | 0.32918 |
2007-01-01 | 0.36085 |
2007-02-01 | 0.45726 |
2007-03-01 | 0.50565 |
2007-04-01 | 0.54083 |
2007-05-01 | 0.50127 |
2007-06-01 | 1.02515 |
2007-07-01 | 0.25832 |
2007-08-01 | 0.31244 |
2007-09-01 | 0.60057 |
2007-10-01 | 0.24407 |
2007-11-01 | 0.43193 |
2007-12-01 | 0.56573 |
2008-01-01 | 1.01311 |
2008-02-01 | 0.72054 |
2008-03-01 | 0.66406 |
2008-04-01 | 0.18727 |
2008-05-01 | 0.33208 |
2008-06-01 | 0.57584 |
2008-07-01 | 0.28177 |
2008-08-01 | 0.13730 |
2008-09-01 | 0.62253 |
2008-10-01 | 0.67149 |
2008-11-01 | 0.18035 |
2008-12-01 | 0.29695 |
2009-01-01 | 0.41710 |
2009-02-01 | 0.19250 |
2009-03-01 | 0.35915 |
2009-04-01 | 0.22100 |
2009-05-01 | 0.11837 |
2009-06-01 | 0.32439 |
2009-07-01 | 0.00000 |
2009-08-01 | 0.21904 |
2009-09-01 | 0.10489 |
2009-10-01 | 0.00000 |
2009-11-01 | 0.00000 |
2009-12-01 | 0.05054 |
2010-01-01 | 0.11745 |
2010-02-01 | 0.16642 |
2010-03-01 | 0.21460 |
2010-04-01 | 0.22780 |
2010-05-01 | 0.16524 |
2010-06-01 | 0.17045 |
2010-07-01 | 0.17392 |
2010-08-01 | 0.15947 |
2010-09-01 | 0.31177 |
2010-10-01 | 0.24812 |
2010-11-01 | 0.05687 |
2010-12-01 | 0.05488 |
2011-01-01 | 0.57264 |
2011-02-01 | 0.10912 |
2011-03-01 | 0.11747 |
2011-04-01 | 0.11083 |
2011-05-01 | 0.17825 |
2011-06-01 | 0.17776 |
2011-07-01 | 0.26818 |
2011-08-01 | 0.37997 |
2011-09-01 | 0.19032 |
2011-10-01 | 0.12020 |
2011-11-01 | 0.24226 |
2011-12-01 | 0.20267 |
2012-01-01 | 0.30219 |
2012-02-01 | 0.14236 |
2012-03-01 | 0.06121 |
2012-04-01 | 0.17650 |
2012-05-01 | 0.26739 |
2012-06-01 | 1.09514 |
2012-07-01 | 0.66160 |
2012-08-01 | 0.18529 |
2012-09-01 | 0.06103 |
2012-10-01 | 0.11190 |
2012-11-01 | 0.27206 |
2012-12-01 | 0.25495 |
2013-01-01 | 0.27312 |
2013-02-01 | 0.03931 |
2013-03-01 | 0.08760 |
2013-04-01 | 0.40366 |
2013-05-01 | 0.29819 |
2013-06-01 | 0.87857 |
2013-07-01 | 0.36692 |
2013-08-01 | 0.10311 |
2013-09-01 | 0.11431 |
2013-10-01 | 0.27872 |
2013-11-01 | 0.52863 |
2013-12-01 | 0.34159 |
2014-01-01 | 0.28572 |
2014-02-01 | 0.21317 |
2014-03-01 | 0.23822 |
2014-04-01 | 0.12244 |
2014-05-01 | 0.23391 |
2014-06-01 | 0.54557 |
2014-07-01 | 0.23823 |
2014-08-01 | 0.16682 |
2014-09-01 | 0.50338 |
2014-10-01 | 0.06093 |
2014-11-01 | 0.19299 |
2014-12-01 | 0.24326 |
2015-01-01 | 0.06764 |
2015-02-01 | 0.12186 |
2015-03-01 | 0.23246 |
2015-04-01 | 0.20383 |
2015-05-01 | 0.40799 |
2015-06-01 | 0.46647 |
2015-07-01 | 0.57139 |
2015-08-01 | 0.15430 |
2015-09-01 | 0.29327 |
2015-10-01 | 0.26369 |
2015-11-01 | 0.07031 |
2015-12-01 | 0.22347 |
2016-01-01 | 0.00000 |
2016-02-01 | 0.10193 |
2016-03-01 | 0.08613 |
2016-04-01 | 0.43834 |
2016-05-01 | 0.19417 |
2016-06-01 | 0.28769 |
2016-07-01 | 0.08958 |
2016-08-01 | 0.20476 |
2016-09-01 | 0.16888 |
2016-10-01 | 0.59474 |
2016-11-01 | 0.57388 |
2016-12-01 | 0.19952 |
2017-01-01 | 0.41486 |
2017-02-01 | 0.44212 |
2017-03-01 | 0.00000 |
2017-04-01 | 0.23665 |
2017-05-01 | 0.29013 |
2017-06-01 | 0.44061 |
2017-07-01 | 0.11040 |
2017-08-01 | 0.23588 |
2017-09-01 | 0.00000 |
2017-10-01 | 0.53673 |
2017-11-01 | 0.24581 |
2017-12-01 | 0.95457 |
2018-01-01 | 0.24024 |
2018-02-01 | 0.12271 |
2018-03-01 | 0.43724 |
2018-04-01 | 0.10401 |
2018-05-01 | 0.12757 |
2018-06-01 | 0.33987 |
2018-07-01 | 0.35262 |
2018-08-01 | 0.33800 |
2018-09-01 | 0.61632 |
2018-10-01 | 0.23773 |
2018-11-01 | 0.15209 |
2018-12-01 | 1.05652 |
2019-01-01 | 1.03519 |
2019-02-01 | 0.25081 |
2019-03-01 | 0.73656 |
2019-04-01 | 1.39885 |
2019-05-01 | 0.12598 |
2019-06-01 | 0.27679 |
2019-07-01 | 0.17024 |
2019-08-01 | 0.14636 |
2019-09-01 | 0.14634 |
2019-10-01 | 0.10630 |
2019-11-01 | 1.05013 |
2019-12-01 | 0.62965 |
2020-01-01 | 0.00000 |
2020-02-01 | 0.00000 |
2020-03-01 | 0.81865 |
2020-04-01 | 0.35154 |
2020-05-01 | 0.41802 |
2020-06-01 | 0.74471 |
2020-07-01 | 0.46665 |
2020-08-01 | 0.16303 |
2020-09-01 | 0.30779 |
2020-10-01 | 2.57922 |
2020-11-01 | 0.91774 |
2020-12-01 | 0.50881 |
2021-01-01 | 1.02918 |
2021-02-01 | 0.16075 |
2021-03-01 | 1.28175 |
2021-04-01 | 0.00000 |
2021-05-01 | 0.92025 |
2021-06-01 | 0.34034 |
2021-07-01 | 0.24268 |
2021-08-01 | 0.00000 |
2021-09-01 | 0.33784 |
2021-10-01 | 0.00000 |
2021-11-01 | 0.00000 |
2021-12-01 | 0.89457 |
2022-01-01 | 0.72686 |
2022-02-01 | 0.31543 |
2022-03-01 | 0.40203 |
2022-04-01 | 0.00000 |
2022-05-01 | 1.05998 |
2022-06-01 | 0.39770 |
2022-07-01 | 0.47797 |
2022-08-01 | 0.54389 |
2022-09-01 | 0.00000 |
2022-10-01 | 0.43471 |
2022-11-01 | 0.27453 |
2022-12-01 | 0.31882 |
2023-01-01 | 0.15105 |
2023-02-01 | 0.17761 |
2023-03-01 | 0.67081 |
2023-04-01 | 0.63768 |
2023-05-01 | 0.67997 |
2023-06-01 | 1.34516 |
2023-07-01 | 1.39277 |
2023-08-01 | 0.28098 |
2023-09-01 | 0.00000 |
2023-10-01 | 0.00000 |
2023-11-01 | 0.00000 |
2023-12-01 | 0.55548 |
2024-01-01 | 1.06233 |
2024-02-01 | 1.14112 |
2024-03-01 | 0.71921 |
2024-04-01 | 0.50326 |
2024-05-01 | 0.31187 |
2024-06-01 | 1.49274 |
2024-07-01 | 0.44177 |
2024-08-01 | 0.47286 |
2024-09-01 | 1.54921 |
2024-10-01 | 1.17099 |