Table Data - Equity Market Volatility Tracker: Litigation Matters
| Title | Equity Market Volatility Tracker: Litigation Matters |
|---|---|
| Series ID | EMVLITGMAT |
| 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 2024-11-01 |
| Last Updated | 2024-12-13 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 | 0.40371 |
| 1985-02-01 | 0.48522 |
| 1985-03-01 | 0.57882 |
| 1985-04-01 | 0.49902 |
| 1985-05-01 | 0.46211 |
| 1985-06-01 | 0.59206 |
| 1985-07-01 | 0.32768 |
| 1985-08-01 | 0.58678 |
| 1985-09-01 | 0.72821 |
| 1985-10-01 | 0.37595 |
| 1985-11-01 | 0.64636 |
| 1985-12-01 | 0.83373 |
| 1986-01-01 | 0.46029 |
| 1986-02-01 | 0.72713 |
| 1986-03-01 | 0.60066 |
| 1986-04-01 | 0.52206 |
| 1986-05-01 | 0.41653 |
| 1986-06-01 | 0.91338 |
| 1986-07-01 | 1.02007 |
| 1986-08-01 | 0.61084 |
| 1986-09-01 | 0.55133 |
| 1986-10-01 | 0.44832 |
| 1986-11-01 | 0.75130 |
| 1986-12-01 | 0.64131 |
| 1987-01-01 | 0.71277 |
| 1987-02-01 | 0.76496 |
| 1987-03-01 | 0.57938 |
| 1987-04-01 | 0.80164 |
| 1987-05-01 | 0.69661 |
| 1987-06-01 | 0.88302 |
| 1987-07-01 | 1.02423 |
| 1987-08-01 | 0.52191 |
| 1987-09-01 | 0.73476 |
| 1987-10-01 | 1.86619 |
| 1987-11-01 | 2.81445 |
| 1987-12-01 | 1.79984 |
| 1988-01-01 | 1.69977 |
| 1988-02-01 | 0.99282 |
| 1988-03-01 | 0.70627 |
| 1988-04-01 | 1.21318 |
| 1988-05-01 | 1.21385 |
| 1988-06-01 | 1.06414 |
| 1988-07-01 | 0.90068 |
| 1988-08-01 | 0.91727 |
| 1988-09-01 | 1.10725 |
| 1988-10-01 | 0.51811 |
| 1988-11-01 | 1.06508 |
| 1988-12-01 | 0.79672 |
| 1989-01-01 | 1.09342 |
| 1989-02-01 | 1.02625 |
| 1989-03-01 | 0.63753 |
| 1989-04-01 | 0.69125 |
| 1989-05-01 | 0.75132 |
| 1989-06-01 | 1.19993 |
| 1989-07-01 | 0.98957 |
| 1989-08-01 | 0.89684 |
| 1989-09-01 | 0.97897 |
| 1989-10-01 | 0.52124 |
| 1989-11-01 | 0.50210 |
| 1989-12-01 | 1.00505 |
| 1990-01-01 | 0.62681 |
| 1990-02-01 | 0.88837 |
| 1990-03-01 | 0.62367 |
| 1990-04-01 | 0.59731 |
| 1990-05-01 | 0.46215 |
| 1990-06-01 | 0.44116 |
| 1990-07-01 | 0.78910 |
| 1990-08-01 | 0.71416 |
| 1990-09-01 | 0.40367 |
| 1990-10-01 | 0.97670 |
| 1990-11-01 | 0.61324 |
| 1990-12-01 | 0.64637 |
| 1991-01-01 | 0.46884 |
| 1991-02-01 | 0.51969 |
| 1991-03-01 | 0.54112 |
| 1991-04-01 | 0.60251 |
| 1991-05-01 | 0.88770 |
| 1991-06-01 | 1.26189 |
| 1991-07-01 | 0.85694 |
| 1991-08-01 | 0.47261 |
| 1991-09-01 | 0.94894 |
| 1991-10-01 | 1.08179 |
| 1991-11-01 | 0.87050 |
| 1991-12-01 | 0.76415 |
| 1992-01-01 | 1.04828 |
| 1992-02-01 | 1.80824 |
| 1992-03-01 | 0.86901 |
| 1992-04-01 | 0.96053 |
| 1992-05-01 | 0.69151 |
| 1992-06-01 | 1.03686 |
| 1992-07-01 | 0.94165 |
| 1992-08-01 | 0.83440 |
| 1992-09-01 | 0.60927 |
| 1992-10-01 | 1.03390 |
| 1992-11-01 | 1.05969 |
| 1992-12-01 | 0.48577 |
| 1993-01-01 | 0.56442 |
| 1993-02-01 | 0.83464 |
| 1993-03-01 | 0.76990 |
| 1993-04-01 | 0.70896 |
| 1993-05-01 | 0.86106 |
| 1993-06-01 | 0.62233 |
| 1993-07-01 | 0.80156 |
| 1993-08-01 | 1.08039 |
| 1993-09-01 | 0.34595 |
| 1993-10-01 | 0.41200 |
| 1993-11-01 | 0.48250 |
| 1993-12-01 | 0.63679 |
| 1994-01-01 | 0.36187 |
| 1994-02-01 | 0.74990 |
| 1994-03-01 | 0.82199 |
| 1994-04-01 | 0.97591 |
| 1994-05-01 | 1.11383 |
| 1994-06-01 | 0.78855 |
| 1994-07-01 | 0.85698 |
| 1994-08-01 | 0.56146 |
| 1994-09-01 | 0.84429 |
| 1994-10-01 | 1.20132 |
| 1994-11-01 | 0.83688 |
| 1994-12-01 | 1.01618 |
| 1995-01-01 | 0.48980 |
| 1995-02-01 | 1.06782 |
| 1995-03-01 | 0.76416 |
| 1995-04-01 | 0.70332 |
| 1995-05-01 | 0.75783 |
| 1995-06-01 | 0.69330 |
| 1995-07-01 | 0.85212 |
| 1995-08-01 | 0.86041 |
| 1995-09-01 | 0.80795 |
| 1995-10-01 | 0.54818 |
| 1995-11-01 | 0.52998 |
| 1995-12-01 | 0.66671 |
| 1996-01-01 | 0.66249 |
| 1996-02-01 | 0.43937 |
| 1996-03-01 | 1.74429 |
| 1996-04-01 | 0.46812 |
| 1996-05-01 | 0.66809 |
| 1996-06-01 | 0.95804 |
| 1996-07-01 | 0.99960 |
| 1996-08-01 | 1.00143 |
| 1996-09-01 | 0.77608 |
| 1996-10-01 | 1.10987 |
| 1996-11-01 | 0.66080 |
| 1996-12-01 | 0.95003 |
| 1997-01-01 | 0.76744 |
| 1997-02-01 | 0.76827 |
| 1997-03-01 | 1.05304 |
| 1997-04-01 | 1.55381 |
| 1997-05-01 | 1.04820 |
| 1997-06-01 | 1.78768 |
| 1997-07-01 | 0.63405 |
| 1997-08-01 | 0.94510 |
| 1997-09-01 | 0.89249 |
| 1997-10-01 | 1.05330 |
| 1997-11-01 | 1.29887 |
| 1997-12-01 | 1.14246 |
| 1998-01-01 | 1.17324 |
| 1998-02-01 | 0.57517 |
| 1998-03-01 | 0.85645 |
| 1998-04-01 | 1.41891 |
| 1998-05-01 | 1.40237 |
| 1998-06-01 | 1.45737 |
| 1998-07-01 | 1.15375 |
| 1998-08-01 | 1.53318 |
| 1998-09-01 | 1.04701 |
| 1998-10-01 | 1.02904 |
| 1998-11-01 | 1.47133 |
| 1998-12-01 | 1.19868 |
| 1999-01-01 | 1.24319 |
| 1999-02-01 | 1.34666 |
| 1999-03-01 | 1.32179 |
| 1999-04-01 | 1.05957 |
| 1999-05-01 | 1.20565 |
| 1999-06-01 | 0.95007 |
| 1999-07-01 | 0.77604 |
| 1999-08-01 | 1.24432 |
| 1999-09-01 | 1.18565 |
| 1999-10-01 | 1.62539 |
| 1999-11-01 | 1.16254 |
| 1999-12-01 | 0.89886 |
| 2000-01-01 | 0.76107 |
| 2000-02-01 | 0.64426 |
| 2000-03-01 | 1.24308 |
| 2000-04-01 | 2.07678 |
| 2000-05-01 | 0.91489 |
| 2000-06-01 | 1.26265 |
| 2000-07-01 | 0.44191 |
| 2000-08-01 | 0.85179 |
| 2000-09-01 | 0.64317 |
| 2000-10-01 | 0.79225 |
| 2000-11-01 | 1.51287 |
| 2000-12-01 | 3.98632 |
| 2001-01-01 | 1.15886 |
| 2001-02-01 | 0.44809 |
| 2001-03-01 | 1.04528 |
| 2001-04-01 | 0.94937 |
| 2001-05-01 | 0.59575 |
| 2001-06-01 | 0.81249 |
| 2001-07-01 | 0.78706 |
| 2001-08-01 | 0.83439 |
| 2001-09-01 | 1.10131 |
| 2001-10-01 | 0.92646 |
| 2001-11-01 | 0.86838 |
| 2001-12-01 | 1.18823 |
| 2002-01-01 | 1.71674 |
| 2002-02-01 | 1.22199 |
| 2002-03-01 | 1.09451 |
| 2002-04-01 | 1.08734 |
| 2002-05-01 | 0.85984 |
| 2002-06-01 | 1.75885 |
| 2002-07-01 | 1.83783 |
| 2002-08-01 | 1.77377 |
| 2002-09-01 | 1.56100 |
| 2002-10-01 | 1.28863 |
| 2002-11-01 | 2.38764 |
| 2002-12-01 | 1.73253 |
| 2003-01-01 | 1.81460 |
| 2003-02-01 | 1.03039 |
| 2003-03-01 | 1.39693 |
| 2003-04-01 | 2.09419 |
| 2003-05-01 | 1.28075 |
| 2003-06-01 | 1.22015 |
| 2003-07-01 | 1.45360 |
| 2003-08-01 | 0.97179 |
| 2003-09-01 | 0.90787 |
| 2003-10-01 | 0.98990 |
| 2003-11-01 | 0.81487 |
| 2003-12-01 | 0.74216 |
| 2004-01-01 | 0.63436 |
| 2004-02-01 | 0.62354 |
| 2004-03-01 | 1.25762 |
| 2004-04-01 | 0.92763 |
| 2004-05-01 | 1.20212 |
| 2004-06-01 | 0.52220 |
| 2004-07-01 | 1.55465 |
| 2004-08-01 | 1.23835 |
| 2004-09-01 | 0.56181 |
| 2004-10-01 | 1.29721 |
| 2004-11-01 | 1.25674 |
| 2004-12-01 | 1.39154 |
| 2005-01-01 | 1.30634 |
| 2005-02-01 | 0.77418 |
| 2005-03-01 | 0.67319 |
| 2005-04-01 | 0.86914 |
| 2005-05-01 | 0.87046 |
| 2005-06-01 | 1.35881 |
| 2005-07-01 | 0.70951 |
| 2005-08-01 | 1.19883 |
| 2005-09-01 | 0.62279 |
| 2005-10-01 | 1.13513 |
| 2005-11-01 | 0.56959 |
| 2005-12-01 | 0.78345 |
| 2006-01-01 | 0.96578 |
| 2006-02-01 | 0.50571 |
| 2006-03-01 | 0.79093 |
| 2006-04-01 | 1.02219 |
| 2006-05-01 | 0.73826 |
| 2006-06-01 | 0.51275 |
| 2006-07-01 | 0.46098 |
| 2006-08-01 | 1.00512 |
| 2006-09-01 | 0.83789 |
| 2006-10-01 | 0.47985 |
| 2006-11-01 | 0.65675 |
| 2006-12-01 | 1.26971 |
| 2007-01-01 | 0.81192 |
| 2007-02-01 | 1.21937 |
| 2007-03-01 | 1.37904 |
| 2007-04-01 | 1.17179 |
| 2007-05-01 | 0.77468 |
| 2007-06-01 | 1.39794 |
| 2007-07-01 | 0.82662 |
| 2007-08-01 | 1.14563 |
| 2007-09-01 | 1.05099 |
| 2007-10-01 | 0.92748 |
| 2007-11-01 | 1.15180 |
| 2007-12-01 | 1.08004 |
| 2008-01-01 | 2.07954 |
| 2008-02-01 | 1.49254 |
| 2008-03-01 | 1.75501 |
| 2008-04-01 | 0.88954 |
| 2008-05-01 | 0.90137 |
| 2008-06-01 | 1.37315 |
| 2008-07-01 | 0.84530 |
| 2008-08-01 | 0.36613 |
| 2008-09-01 | 1.86760 |
| 2008-10-01 | 1.34298 |
| 2008-11-01 | 0.84161 |
| 2008-12-01 | 0.95025 |
| 2009-01-01 | 1.07255 |
| 2009-02-01 | 0.89831 |
| 2009-03-01 | 1.37675 |
| 2009-04-01 | 0.71826 |
| 2009-05-01 | 0.76938 |
| 2009-06-01 | 0.84340 |
| 2009-07-01 | 0.87594 |
| 2009-08-01 | 0.60235 |
| 2009-09-01 | 0.62936 |
| 2009-10-01 | 0.53238 |
| 2009-11-01 | 0.40224 |
| 2009-12-01 | 0.40430 |
| 2010-01-01 | 0.58726 |
| 2010-02-01 | 0.77663 |
| 2010-03-01 | 0.64381 |
| 2010-04-01 | 1.02510 |
| 2010-05-01 | 0.66095 |
| 2010-06-01 | 0.85224 |
| 2010-07-01 | 0.98553 |
| 2010-08-01 | 0.79733 |
| 2010-09-01 | 0.62354 |
| 2010-10-01 | 0.94286 |
| 2010-11-01 | 0.79618 |
| 2010-12-01 | 0.49392 |
| 2011-01-01 | 1.08802 |
| 2011-02-01 | 0.60014 |
| 2011-03-01 | 0.82231 |
| 2011-04-01 | 0.83122 |
| 2011-05-01 | 0.71302 |
| 2011-06-01 | 0.53329 |
| 2011-07-01 | 1.07273 |
| 2011-08-01 | 1.51988 |
| 2011-09-01 | 0.95161 |
| 2011-10-01 | 0.60102 |
| 2011-11-01 | 0.78733 |
| 2011-12-01 | 1.14845 |
| 2012-01-01 | 0.90657 |
| 2012-02-01 | 0.85416 |
| 2012-03-01 | 0.48967 |
| 2012-04-01 | 0.47066 |
| 2012-05-01 | 0.93588 |
| 2012-06-01 | 1.43737 |
| 2012-07-01 | 1.39671 |
| 2012-08-01 | 0.61764 |
| 2012-09-01 | 0.54926 |
| 2012-10-01 | 0.44760 |
| 2012-11-01 | 0.54412 |
| 2012-12-01 | 0.71387 |
| 2013-01-01 | 0.91039 |
| 2013-02-01 | 0.86479 |
| 2013-03-01 | 0.56938 |
| 2013-04-01 | 0.65594 |
| 2013-05-01 | 0.79519 |
| 2013-06-01 | 1.12262 |
| 2013-07-01 | 1.25802 |
| 2013-08-01 | 0.41246 |
| 2013-09-01 | 0.80020 |
| 2013-10-01 | 0.55745 |
| 2013-11-01 | 1.05725 |
| 2013-12-01 | 0.96785 |
| 2014-01-01 | 1.14290 |
| 2014-02-01 | 0.69280 |
| 2014-03-01 | 0.71467 |
| 2014-04-01 | 0.85705 |
| 2014-05-01 | 0.87716 |
| 2014-06-01 | 1.03659 |
| 2014-07-01 | 0.83379 |
| 2014-08-01 | 1.16777 |
| 2014-09-01 | 0.83896 |
| 2014-10-01 | 1.34036 |
| 2014-11-01 | 0.57896 |
| 2014-12-01 | 0.66896 |
| 2015-01-01 | 1.14986 |
| 2015-02-01 | 0.67025 |
| 2015-03-01 | 0.87173 |
| 2015-04-01 | 0.88327 |
| 2015-05-01 | 0.87427 |
| 2015-06-01 | 0.58309 |
| 2015-07-01 | 1.71418 |
| 2015-08-01 | 0.54007 |
| 2015-09-01 | 1.02645 |
| 2015-10-01 | 1.58214 |
| 2015-11-01 | 0.70312 |
| 2015-12-01 | 0.29796 |
| 2016-01-01 | 0.67585 |
| 2016-02-01 | 1.01933 |
| 2016-03-01 | 0.68906 |
| 2016-04-01 | 0.73057 |
| 2016-05-01 | 0.77666 |
| 2016-06-01 | 0.67128 |
| 2016-07-01 | 0.17915 |
| 2016-08-01 | 0.40952 |
| 2016-09-01 | 0.50664 |
| 2016-10-01 | 1.28859 |
| 2016-11-01 | 0.68866 |
| 2016-12-01 | 0.69831 |
| 2017-01-01 | 0.62230 |
| 2017-02-01 | 1.32636 |
| 2017-03-01 | 0.28504 |
| 2017-04-01 | 1.30156 |
| 2017-05-01 | 0.58026 |
| 2017-06-01 | 0.55077 |
| 2017-07-01 | 0.33120 |
| 2017-08-01 | 1.06146 |
| 2017-09-01 | 0.68970 |
| 2017-10-01 | 0.71565 |
| 2017-11-01 | 0.61453 |
| 2017-12-01 | 1.63641 |
| 2018-01-01 | 0.84083 |
| 2018-02-01 | 0.24542 |
| 2018-03-01 | 0.87447 |
| 2018-04-01 | 0.62406 |
| 2018-05-01 | 0.63785 |
| 2018-06-01 | 0.67974 |
| 2018-07-01 | 0.47016 |
| 2018-08-01 | 0.67599 |
| 2018-09-01 | 1.54079 |
| 2018-10-01 | 0.47545 |
| 2018-11-01 | 0.30417 |
| 2018-12-01 | 1.50931 |
| 2019-01-01 | 1.47885 |
| 2019-02-01 | 1.00323 |
| 2019-03-01 | 1.76774 |
| 2019-04-01 | 2.48685 |
| 2019-05-01 | 0.75587 |
| 2019-06-01 | 0.69196 |
| 2019-07-01 | 0.68094 |
| 2019-08-01 | 0.58544 |
| 2019-09-01 | 0.87802 |
| 2019-10-01 | 0.74407 |
| 2019-11-01 | 1.50018 |
| 2019-12-01 | 1.10190 |
| 2020-01-01 | 0.92297 |
| 2020-02-01 | 0.66969 |
| 2020-03-01 | 1.47358 |
| 2020-04-01 | 1.40615 |
| 2020-05-01 | 1.46307 |
| 2020-06-01 | 1.67560 |
| 2020-07-01 | 0.77775 |
| 2020-08-01 | 1.30424 |
| 2020-09-01 | 1.38507 |
| 2020-10-01 | 2.75117 |
| 2020-11-01 | 1.37660 |
| 2020-12-01 | 1.52644 |
| 2021-01-01 | 2.91601 |
| 2021-02-01 | 1.12527 |
| 2021-03-01 | 2.56351 |
| 2021-04-01 | 1.45152 |
| 2021-05-01 | 1.22699 |
| 2021-06-01 | 0.85086 |
| 2021-07-01 | 0.72804 |
| 2021-08-01 | 0.51687 |
| 2021-09-01 | 0.33784 |
| 2021-10-01 | 1.29075 |
| 2021-11-01 | 0.28556 |
| 2021-12-01 | 1.49095 |
| 2022-01-01 | 1.01760 |
| 2022-02-01 | 0.47314 |
| 2022-03-01 | 0.67005 |
| 2022-04-01 | 1.26940 |
| 2022-05-01 | 1.36283 |
| 2022-06-01 | 0.39770 |
| 2022-07-01 | 1.11525 |
| 2022-08-01 | 0.97901 |
| 2022-09-01 | 0.48874 |
| 2022-10-01 | 0.72451 |
| 2022-11-01 | 0.41180 |
| 2022-12-01 | 0.95646 |
| 2023-01-01 | 1.81265 |
| 2023-02-01 | 0.88804 |
| 2023-03-01 | 1.50931 |
| 2023-04-01 | 1.27535 |
| 2023-05-01 | 1.01996 |
| 2023-06-01 | 2.30599 |
| 2023-07-01 | 2.61145 |
| 2023-08-01 | 1.12392 |
| 2023-09-01 | 0.56460 |
| 2023-10-01 | 1.36987 |
| 2023-11-01 | 0.88314 |
| 2023-12-01 | 1.85159 |
| 2024-01-01 | 1.77055 |
| 2024-02-01 | 2.28224 |
| 2024-03-01 | 1.79801 |
| 2024-04-01 | 1.00652 |
| 2024-05-01 | 1.87125 |
| 2024-06-01 | 2.98548 |
| 2024-07-01 | 1.76709 |
| 2024-08-01 | 1.26096 |
| 2024-09-01 | 2.65526 |
| 2024-10-01 | 1.87860 |
| 2024-11-01 | 2.06308 |
