Federal Reserve Economic Data

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

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