Table Data - Equity Market Volatility Tracker: Macroeconomic News and Outlook: Broad Quantity Indicators
| Title | Equity Market Volatility Tracker: Macroeconomic News and Outlook: Broad Quantity Indicators |
|---|---|
| Series ID | EMVMACROBROAD |
| 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 | 2.01857 |
| 1985-02-01 | 1.61739 |
| 1985-03-01 | 2.14991 |
| 1985-04-01 | 1.92478 |
| 1985-05-01 | 2.57460 |
| 1985-06-01 | 1.77617 |
| 1985-07-01 | 2.04800 |
| 1985-08-01 | 2.01183 |
| 1985-09-01 | 2.62157 |
| 1985-10-01 | 1.25316 |
| 1985-11-01 | 3.08817 |
| 1985-12-01 | 2.43707 |
| 1986-01-01 | 2.36720 |
| 1986-02-01 | 1.93902 |
| 1986-03-01 | 2.46937 |
| 1986-04-01 | 1.43566 |
| 1986-05-01 | 1.94379 |
| 1986-06-01 | 2.25299 |
| 1986-07-01 | 2.76876 |
| 1986-08-01 | 3.12207 |
| 1986-09-01 | 4.13498 |
| 1986-10-01 | 1.85734 |
| 1986-11-01 | 2.37913 |
| 1986-12-01 | 1.63242 |
| 1987-01-01 | 3.26687 |
| 1987-02-01 | 1.94183 |
| 1987-03-01 | 1.79080 |
| 1987-04-01 | 2.69121 |
| 1987-05-01 | 2.84451 |
| 1987-06-01 | 2.53869 |
| 1987-07-01 | 1.72502 |
| 1987-08-01 | 2.29640 |
| 1987-09-01 | 1.91039 |
| 1987-10-01 | 21.13188 |
| 1987-11-01 | 21.72758 |
| 1987-12-01 | 12.76253 |
| 1988-01-01 | 11.24041 |
| 1988-02-01 | 8.10806 |
| 1988-03-01 | 4.54031 |
| 1988-04-01 | 4.13584 |
| 1988-05-01 | 4.46917 |
| 1988-06-01 | 3.24308 |
| 1988-07-01 | 3.42257 |
| 1988-08-01 | 4.10072 |
| 1988-09-01 | 3.07011 |
| 1988-10-01 | 5.59555 |
| 1988-11-01 | 3.90528 |
| 1988-12-01 | 3.78442 |
| 1989-01-01 | 5.02975 |
| 1989-02-01 | 2.96471 |
| 1989-03-01 | 2.14029 |
| 1989-04-01 | 3.13366 |
| 1989-05-01 | 3.45607 |
| 1989-06-01 | 2.99982 |
| 1989-07-01 | 5.15619 |
| 1989-08-01 | 4.64248 |
| 1989-09-01 | 2.83900 |
| 1989-10-01 | 6.68140 |
| 1989-11-01 | 3.81595 |
| 1989-12-01 | 5.42727 |
| 1990-01-01 | 4.53232 |
| 1990-02-01 | 3.73115 |
| 1990-03-01 | 3.11836 |
| 1990-04-01 | 2.88701 |
| 1990-05-01 | 2.64689 |
| 1990-06-01 | 2.89204 |
| 1990-07-01 | 3.55094 |
| 1990-08-01 | 7.90333 |
| 1990-09-01 | 7.61926 |
| 1990-10-01 | 8.27623 |
| 1990-11-01 | 6.27394 |
| 1990-12-01 | 6.35600 |
| 1991-01-01 | 10.36649 |
| 1991-02-01 | 9.54938 |
| 1991-03-01 | 6.06055 |
| 1991-04-01 | 5.86079 |
| 1991-05-01 | 5.01290 |
| 1991-06-01 | 5.15729 |
| 1991-07-01 | 5.48444 |
| 1991-08-01 | 4.77866 |
| 1991-09-01 | 3.63762 |
| 1991-10-01 | 4.84231 |
| 1991-11-01 | 6.69197 |
| 1991-12-01 | 4.53397 |
| 1992-01-01 | 8.71728 |
| 1992-02-01 | 4.80313 |
| 1992-03-01 | 5.06070 |
| 1992-04-01 | 4.74930 |
| 1992-05-01 | 3.98947 |
| 1992-06-01 | 4.25660 |
| 1992-07-01 | 4.65867 |
| 1992-08-01 | 3.38153 |
| 1992-09-01 | 4.17118 |
| 1992-10-01 | 4.82487 |
| 1992-11-01 | 3.56441 |
| 1992-12-01 | 2.62316 |
| 1993-01-01 | 4.06381 |
| 1993-02-01 | 3.93475 |
| 1993-03-01 | 2.74963 |
| 1993-04-01 | 2.89038 |
| 1993-05-01 | 2.92761 |
| 1993-06-01 | 2.88534 |
| 1993-07-01 | 3.60701 |
| 1993-08-01 | 4.20783 |
| 1993-09-01 | 2.76763 |
| 1993-10-01 | 3.29603 |
| 1993-11-01 | 3.43112 |
| 1993-12-01 | 2.17570 |
| 1994-01-01 | 4.34245 |
| 1994-02-01 | 3.10673 |
| 1994-03-01 | 4.00718 |
| 1994-04-01 | 8.09431 |
| 1994-05-01 | 3.59465 |
| 1994-06-01 | 2.41494 |
| 1994-07-01 | 3.54220 |
| 1994-08-01 | 4.59373 |
| 1994-09-01 | 2.92689 |
| 1994-10-01 | 2.95324 |
| 1994-11-01 | 3.45213 |
| 1994-12-01 | 4.31878 |
| 1995-01-01 | 5.17012 |
| 1995-02-01 | 6.53257 |
| 1995-03-01 | 3.60247 |
| 1995-04-01 | 3.84118 |
| 1995-05-01 | 3.19370 |
| 1995-06-01 | 5.14201 |
| 1995-07-01 | 5.05184 |
| 1995-08-01 | 2.46649 |
| 1995-09-01 | 2.80089 |
| 1995-10-01 | 4.05655 |
| 1995-11-01 | 3.70986 |
| 1995-12-01 | 4.24270 |
| 1996-01-01 | 5.10117 |
| 1996-02-01 | 4.33097 |
| 1996-03-01 | 6.27944 |
| 1996-04-01 | 3.04278 |
| 1996-05-01 | 3.45178 |
| 1996-06-01 | 2.99389 |
| 1996-07-01 | 5.12293 |
| 1996-08-01 | 3.31723 |
| 1996-09-01 | 2.38367 |
| 1996-10-01 | 2.83017 |
| 1996-11-01 | 4.08494 |
| 1996-12-01 | 4.45328 |
| 1997-01-01 | 4.87872 |
| 1997-02-01 | 3.07306 |
| 1997-03-01 | 4.26480 |
| 1997-04-01 | 3.88453 |
| 1997-05-01 | 3.56389 |
| 1997-06-01 | 3.10215 |
| 1997-07-01 | 3.91959 |
| 1997-08-01 | 3.09782 |
| 1997-09-01 | 2.87581 |
| 1997-10-01 | 7.62390 |
| 1997-11-01 | 6.80609 |
| 1997-12-01 | 5.71228 |
| 1998-01-01 | 8.58599 |
| 1998-02-01 | 3.03271 |
| 1998-03-01 | 2.83979 |
| 1998-04-01 | 4.94172 |
| 1998-05-01 | 4.90829 |
| 1998-06-01 | 6.40201 |
| 1998-07-01 | 5.55898 |
| 1998-08-01 | 10.73223 |
| 1998-09-01 | 15.07697 |
| 1998-10-01 | 13.94343 |
| 1998-11-01 | 10.12951 |
| 1998-12-01 | 6.46247 |
| 1999-01-01 | 8.13725 |
| 1999-02-01 | 4.95571 |
| 1999-03-01 | 3.60949 |
| 1999-04-01 | 4.23830 |
| 1999-05-01 | 3.13470 |
| 1999-06-01 | 4.25031 |
| 1999-07-01 | 4.32367 |
| 1999-08-01 | 5.03654 |
| 1999-09-01 | 3.82643 |
| 1999-10-01 | 5.40050 |
| 1999-11-01 | 3.80468 |
| 1999-12-01 | 2.53795 |
| 2000-01-01 | 4.50790 |
| 2000-02-01 | 2.86988 |
| 2000-03-01 | 4.35078 |
| 2000-04-01 | 7.08547 |
| 2000-05-01 | 7.37630 |
| 2000-06-01 | 4.41929 |
| 2000-07-01 | 3.86669 |
| 2000-08-01 | 3.30067 |
| 2000-09-01 | 3.26946 |
| 2000-10-01 | 6.54928 |
| 2000-11-01 | 6.49975 |
| 2000-12-01 | 12.52843 |
| 2001-01-01 | 9.93311 |
| 2001-02-01 | 6.27327 |
| 2001-03-01 | 11.02766 |
| 2001-04-01 | 8.38607 |
| 2001-05-01 | 6.60736 |
| 2001-06-01 | 3.30412 |
| 2001-07-01 | 4.89101 |
| 2001-08-01 | 4.61695 |
| 2001-09-01 | 19.62927 |
| 2001-10-01 | 9.62491 |
| 2001-11-01 | 7.41016 |
| 2001-12-01 | 7.90170 |
| 2002-01-01 | 9.29410 |
| 2002-02-01 | 5.41168 |
| 2002-03-01 | 5.31620 |
| 2002-04-01 | 5.43672 |
| 2002-05-01 | 4.19171 |
| 2002-06-01 | 4.80751 |
| 2002-07-01 | 13.12733 |
| 2002-08-01 | 12.48208 |
| 2002-09-01 | 10.17771 |
| 2002-10-01 | 8.16131 |
| 2002-11-01 | 5.45747 |
| 2002-12-01 | 6.09179 |
| 2003-01-01 | 7.09343 |
| 2003-02-01 | 5.03075 |
| 2003-03-01 | 6.71601 |
| 2003-04-01 | 6.38998 |
| 2003-05-01 | 5.01626 |
| 2003-06-01 | 4.45621 |
| 2003-07-01 | 3.68990 |
| 2003-08-01 | 3.50923 |
| 2003-09-01 | 3.25763 |
| 2003-10-01 | 2.92470 |
| 2003-11-01 | 1.91734 |
| 2003-12-01 | 3.18069 |
| 2004-01-01 | 4.44053 |
| 2004-02-01 | 2.75397 |
| 2004-03-01 | 2.32176 |
| 2004-04-01 | 3.34979 |
| 2004-05-01 | 2.87464 |
| 2004-06-01 | 3.39428 |
| 2004-07-01 | 3.38691 |
| 2004-08-01 | 3.71504 |
| 2004-09-01 | 2.55370 |
| 2004-10-01 | 3.14325 |
| 2004-11-01 | 3.14185 |
| 2004-12-01 | 3.45309 |
| 2005-01-01 | 3.76226 |
| 2005-02-01 | 2.82024 |
| 2005-03-01 | 2.74086 |
| 2005-04-01 | 3.47655 |
| 2005-05-01 | 3.22581 |
| 2005-06-01 | 3.44929 |
| 2005-07-01 | 2.45964 |
| 2005-08-01 | 3.88194 |
| 2005-09-01 | 3.16185 |
| 2005-10-01 | 4.17729 |
| 2005-11-01 | 2.33013 |
| 2005-12-01 | 3.46956 |
| 2006-01-01 | 4.65848 |
| 2006-02-01 | 1.61829 |
| 2006-03-01 | 2.46583 |
| 2006-04-01 | 3.01791 |
| 2006-05-01 | 5.11506 |
| 2006-06-01 | 6.43790 |
| 2006-07-01 | 4.89791 |
| 2006-08-01 | 4.29969 |
| 2006-09-01 | 3.45015 |
| 2006-10-01 | 3.50294 |
| 2006-11-01 | 2.58322 |
| 2006-12-01 | 3.90317 |
| 2007-01-01 | 3.74386 |
| 2007-02-01 | 3.60731 |
| 2007-03-01 | 8.27424 |
| 2007-04-01 | 5.36318 |
| 2007-05-01 | 2.68861 |
| 2007-06-01 | 4.14722 |
| 2007-07-01 | 5.68300 |
| 2007-08-01 | 9.26915 |
| 2007-09-01 | 6.85645 |
| 2007-10-01 | 6.00423 |
| 2007-11-01 | 7.53470 |
| 2007-12-01 | 9.25746 |
| 2008-01-01 | 18.18265 |
| 2008-02-01 | 9.36697 |
| 2008-03-01 | 10.24548 |
| 2008-04-01 | 5.52450 |
| 2008-05-01 | 4.26964 |
| 2008-06-01 | 3.49932 |
| 2008-07-01 | 6.42424 |
| 2008-08-01 | 4.21051 |
| 2008-09-01 | 14.69179 |
| 2008-10-01 | 26.24917 |
| 2008-11-01 | 12.44383 |
| 2008-12-01 | 11.93757 |
| 2009-01-01 | 13.34723 |
| 2009-02-01 | 13.47467 |
| 2009-03-01 | 12.39078 |
| 2009-04-01 | 8.72964 |
| 2009-05-01 | 8.75906 |
| 2009-06-01 | 7.39598 |
| 2009-07-01 | 6.56952 |
| 2009-08-01 | 7.28297 |
| 2009-09-01 | 6.13627 |
| 2009-10-01 | 6.60154 |
| 2009-11-01 | 5.34403 |
| 2009-12-01 | 4.85161 |
| 2010-01-01 | 7.28205 |
| 2010-02-01 | 5.38095 |
| 2010-03-01 | 4.82856 |
| 2010-04-01 | 6.37843 |
| 2010-05-01 | 7.21534 |
| 2010-06-01 | 6.19295 |
| 2010-07-01 | 9.04369 |
| 2010-08-01 | 5.74080 |
| 2010-09-01 | 6.07952 |
| 2010-10-01 | 4.96240 |
| 2010-11-01 | 5.28891 |
| 2010-12-01 | 4.39037 |
| 2011-01-01 | 5.49734 |
| 2011-02-01 | 3.27351 |
| 2011-03-01 | 5.75618 |
| 2011-04-01 | 4.65486 |
| 2011-05-01 | 4.33751 |
| 2011-06-01 | 6.22166 |
| 2011-07-01 | 7.91139 |
| 2011-08-01 | 33.05734 |
| 2011-09-01 | 10.91183 |
| 2011-10-01 | 12.74163 |
| 2011-11-01 | 6.78319 |
| 2011-12-01 | 7.83646 |
| 2012-01-01 | 7.07121 |
| 2012-02-01 | 5.05378 |
| 2012-03-01 | 4.28462 |
| 2012-04-01 | 3.58881 |
| 2012-05-01 | 5.41474 |
| 2012-06-01 | 6.77619 |
| 2012-07-01 | 6.54250 |
| 2012-08-01 | 4.69409 |
| 2012-09-01 | 5.24846 |
| 2012-10-01 | 5.87471 |
| 2012-11-01 | 5.38677 |
| 2012-12-01 | 5.65995 |
| 2013-01-01 | 6.82791 |
| 2013-02-01 | 8.41207 |
| 2013-03-01 | 5.86898 |
| 2013-04-01 | 4.94480 |
| 2013-05-01 | 5.51660 |
| 2013-06-01 | 5.22261 |
| 2013-07-01 | 4.45549 |
| 2013-08-01 | 4.53705 |
| 2013-09-01 | 6.74456 |
| 2013-10-01 | 7.02381 |
| 2013-11-01 | 4.42724 |
| 2013-12-01 | 4.72536 |
| 2014-01-01 | 5.31448 |
| 2014-02-01 | 3.35741 |
| 2014-03-01 | 4.34759 |
| 2014-04-01 | 4.71378 |
| 2014-05-01 | 3.97647 |
| 2014-06-01 | 2.78242 |
| 2014-07-01 | 3.09695 |
| 2014-08-01 | 3.67013 |
| 2014-09-01 | 2.74062 |
| 2014-10-01 | 9.19977 |
| 2014-11-01 | 3.47374 |
| 2014-12-01 | 3.83132 |
| 2015-01-01 | 8.59009 |
| 2015-02-01 | 2.74192 |
| 2015-03-01 | 3.19636 |
| 2015-04-01 | 3.87278 |
| 2015-05-01 | 2.50624 |
| 2015-06-01 | 3.44020 |
| 2015-07-01 | 6.78528 |
| 2015-08-01 | 11.41856 |
| 2015-09-01 | 6.67192 |
| 2015-10-01 | 3.88942 |
| 2015-11-01 | 2.46092 |
| 2015-12-01 | 5.36325 |
| 2016-01-01 | 12.84106 |
| 2016-02-01 | 9.07204 |
| 2016-03-01 | 5.25406 |
| 2016-04-01 | 3.21449 |
| 2016-05-01 | 3.20373 |
| 2016-06-01 | 7.28814 |
| 2016-07-01 | 5.01626 |
| 2016-08-01 | 4.30000 |
| 2016-09-01 | 3.03982 |
| 2016-10-01 | 3.86578 |
| 2016-11-01 | 5.16495 |
| 2016-12-01 | 4.48912 |
| 2017-01-01 | 7.57127 |
| 2017-02-01 | 4.75280 |
| 2017-03-01 | 4.18065 |
| 2017-04-01 | 4.14134 |
| 2017-05-01 | 3.09474 |
| 2017-06-01 | 2.86399 |
| 2017-07-01 | 3.97436 |
| 2017-08-01 | 4.36380 |
| 2017-09-01 | 2.24152 |
| 2017-10-01 | 2.77313 |
| 2017-11-01 | 4.42461 |
| 2017-12-01 | 5.72745 |
| 2018-01-01 | 6.24616 |
| 2018-02-01 | 10.18511 |
| 2018-03-01 | 5.79337 |
| 2018-04-01 | 5.09651 |
| 2018-05-01 | 3.82713 |
| 2018-06-01 | 3.39871 |
| 2018-07-01 | 4.46650 |
| 2018-08-01 | 4.39394 |
| 2018-09-01 | 6.62540 |
| 2018-10-01 | 10.10338 |
| 2018-11-01 | 7.14807 |
| 2018-12-01 | 21.43222 |
| 2019-01-01 | 15.82367 |
| 2019-02-01 | 4.63996 |
| 2019-03-01 | 6.62903 |
| 2019-04-01 | 5.59541 |
| 2019-05-01 | 6.29891 |
| 2019-06-01 | 7.05803 |
| 2019-07-01 | 7.83086 |
| 2019-08-01 | 16.24598 |
| 2019-09-01 | 7.31681 |
| 2019-10-01 | 5.42111 |
| 2019-11-01 | 8.55104 |
| 2019-12-01 | 8.18551 |
| 2020-01-01 | 5.66965 |
| 2020-02-01 | 9.20819 |
| 2020-03-01 | 28.16168 |
| 2020-04-01 | 14.06153 |
| 2020-05-01 | 11.28655 |
| 2020-06-01 | 10.42595 |
| 2020-07-01 | 6.99977 |
| 2020-08-01 | 8.96668 |
| 2020-09-01 | 5.23250 |
| 2020-10-01 | 7.73767 |
| 2020-11-01 | 5.50641 |
| 2020-12-01 | 4.24012 |
| 2021-01-01 | 4.63131 |
| 2021-02-01 | 3.21506 |
| 2021-03-01 | 7.53031 |
| 2021-04-01 | 3.87072 |
| 2021-05-01 | 3.52761 |
| 2021-06-01 | 3.40343 |
| 2021-07-01 | 3.51884 |
| 2021-08-01 | 3.27351 |
| 2021-09-01 | 7.26365 |
| 2021-10-01 | 4.51763 |
| 2021-11-01 | 3.28398 |
| 2021-12-01 | 4.17465 |
| 2022-01-01 | 5.96026 |
| 2022-02-01 | 4.41595 |
| 2022-03-01 | 7.50450 |
| 2022-04-01 | 6.66434 |
| 2022-05-01 | 13.17406 |
| 2022-06-01 | 9.27967 |
| 2022-07-01 | 10.19659 |
| 2022-08-01 | 5.33014 |
| 2022-09-01 | 8.06419 |
| 2022-10-01 | 8.40434 |
| 2022-11-01 | 5.07888 |
| 2022-12-01 | 8.28928 |
| 2023-01-01 | 9.51643 |
| 2023-02-01 | 5.50584 |
| 2023-03-01 | 10.22978 |
| 2023-04-01 | 6.05793 |
| 2023-05-01 | 8.32964 |
| 2023-06-01 | 5.38065 |
| 2023-07-01 | 5.91928 |
| 2023-08-01 | 5.19811 |
| 2023-09-01 | 4.51684 |
| 2023-10-01 | 4.45208 |
| 2023-11-01 | 2.42863 |
| 2023-12-01 | 4.62898 |
| 2024-01-01 | 4.78049 |
| 2024-02-01 | 3.42336 |
| 2024-03-01 | 2.87682 |
| 2024-04-01 | 4.19385 |
| 2024-05-01 | 1.71531 |
| 2024-06-01 | 3.17207 |
| 2024-07-01 | 4.19684 |
| 2024-08-01 | 7.09289 |
| 2024-09-01 | 5.97551 |
| 2024-10-01 | 3.90329 |
