Table Data - Equity Market Volatility Tracker: Macroeconomic News and Outlook: Business Investment And Sentiment
| Title | Equity Market Volatility Tracker: Macroeconomic News and Outlook: Business Investment And Sentiment |
|---|---|
| Series ID | EMVMACROBUS |
| 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 2024-09-01 |
| Last Updated | 2024-10-07 8:02 AM CDT |
| 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 | 0.00000 |
| 1985-02-01 | 0.00000 |
| 1985-03-01 | 0.24807 |
| 1985-04-01 | 0.14258 |
| 1985-05-01 | 0.13203 |
| 1985-06-01 | 0.06578 |
| 1985-07-01 | 0.08192 |
| 1985-08-01 | 0.25148 |
| 1985-09-01 | 0.29129 |
| 1985-10-01 | 0.18797 |
| 1985-11-01 | 0.14364 |
| 1985-12-01 | 0.12827 |
| 1986-01-01 | 0.32878 |
| 1986-02-01 | 0.08079 |
| 1986-03-01 | 0.46718 |
| 1986-04-01 | 0.26103 |
| 1986-05-01 | 0.20826 |
| 1986-06-01 | 0.18268 |
| 1986-07-01 | 0.36431 |
| 1986-08-01 | 0.33936 |
| 1986-09-01 | 0.41350 |
| 1986-10-01 | 0.25618 |
| 1986-11-01 | 0.25043 |
| 1986-12-01 | 0.29150 |
| 1987-01-01 | 0.59398 |
| 1987-02-01 | 0.29422 |
| 1987-03-01 | 0.26335 |
| 1987-04-01 | 0.28630 |
| 1987-05-01 | 0.40636 |
| 1987-06-01 | 0.22076 |
| 1987-07-01 | 0.10781 |
| 1987-08-01 | 0.41753 |
| 1987-09-01 | 0.34289 |
| 1987-10-01 | 1.15265 |
| 1987-11-01 | 0.78805 |
| 1987-12-01 | 0.76357 |
| 1988-01-01 | 1.42561 |
| 1988-02-01 | 0.44125 |
| 1988-03-01 | 0.25224 |
| 1988-04-01 | 0.44116 |
| 1988-05-01 | 0.60692 |
| 1988-06-01 | 0.30404 |
| 1988-07-01 | 0.12009 |
| 1988-08-01 | 0.37770 |
| 1988-09-01 | 0.20132 |
| 1988-10-01 | 0.56992 |
| 1988-11-01 | 0.20287 |
| 1988-12-01 | 0.34857 |
| 1989-01-01 | 0.54671 |
| 1989-02-01 | 0.39910 |
| 1989-03-01 | 0.09108 |
| 1989-04-01 | 0.27650 |
| 1989-05-01 | 0.25044 |
| 1989-06-01 | 0.09999 |
| 1989-07-01 | 0.26041 |
| 1989-08-01 | 0.21102 |
| 1989-09-01 | 0.53843 |
| 1989-10-01 | 0.52124 |
| 1989-11-01 | 0.05021 |
| 1989-12-01 | 0.35177 |
| 1990-01-01 | 0.19286 |
| 1990-02-01 | 0.29612 |
| 1990-03-01 | 0.04455 |
| 1990-04-01 | 0.24888 |
| 1990-05-01 | 0.16806 |
| 1990-06-01 | 0.04902 |
| 1990-07-01 | 0.22546 |
| 1990-08-01 | 0.28566 |
| 1990-09-01 | 0.10092 |
| 1990-10-01 | 0.30843 |
| 1990-11-01 | 0.18869 |
| 1990-12-01 | 0.37705 |
| 1991-01-01 | 0.26046 |
| 1991-02-01 | 0.64962 |
| 1991-03-01 | 0.21645 |
| 1991-04-01 | 0.05477 |
| 1991-05-01 | 0.20887 |
| 1991-06-01 | 0.05486 |
| 1991-07-01 | 0.17139 |
| 1991-08-01 | 0.26256 |
| 1991-09-01 | 0.26360 |
| 1991-10-01 | 0.15454 |
| 1991-11-01 | 0.43525 |
| 1991-12-01 | 0.15283 |
| 1992-01-01 | 0.22069 |
| 1992-02-01 | 0.22603 |
| 1992-03-01 | 0.56230 |
| 1992-04-01 | 0.53363 |
| 1992-05-01 | 0.15958 |
| 1992-06-01 | 0.21829 |
| 1992-07-01 | 0.24780 |
| 1992-08-01 | 0.17566 |
| 1992-09-01 | 0.23434 |
| 1992-10-01 | 0.09847 |
| 1992-11-01 | 0.38534 |
| 1992-12-01 | 0.29146 |
| 1993-01-01 | 0.16933 |
| 1993-02-01 | 0.23847 |
| 1993-03-01 | 0.21997 |
| 1993-04-01 | 0.21814 |
| 1993-05-01 | 0.17221 |
| 1993-06-01 | 0.39603 |
| 1993-07-01 | 0.05725 |
| 1993-08-01 | 0.22745 |
| 1993-09-01 | 0.28829 |
| 1993-10-01 | 0.15450 |
| 1993-11-01 | 0.26806 |
| 1993-12-01 | 0.05307 |
| 1994-01-01 | 0.31018 |
| 1994-02-01 | 0.10713 |
| 1994-03-01 | 0.25687 |
| 1994-04-01 | 0.22963 |
| 1994-05-01 | 0.15189 |
| 1994-06-01 | 0.39428 |
| 1994-07-01 | 0.17140 |
| 1994-08-01 | 0.45937 |
| 1994-09-01 | 0.22515 |
| 1994-10-01 | 0.00000 |
| 1994-11-01 | 0.05231 |
| 1994-12-01 | 0.10162 |
| 1995-01-01 | 0.38096 |
| 1995-02-01 | 0.25125 |
| 1995-03-01 | 0.27291 |
| 1995-04-01 | 0.27051 |
| 1995-05-01 | 0.05413 |
| 1995-06-01 | 0.40443 |
| 1995-07-01 | 0.30433 |
| 1995-08-01 | 0.17208 |
| 1995-09-01 | 0.10773 |
| 1995-10-01 | 0.32891 |
| 1995-11-01 | 0.23555 |
| 1995-12-01 | 0.18183 |
| 1996-01-01 | 0.39749 |
| 1996-02-01 | 0.12554 |
| 1996-03-01 | 0.23257 |
| 1996-04-01 | 0.29257 |
| 1996-05-01 | 0.16702 |
| 1996-06-01 | 0.35927 |
| 1996-07-01 | 0.31237 |
| 1996-08-01 | 0.37554 |
| 1996-09-01 | 0.11087 |
| 1996-10-01 | 0.16648 |
| 1996-11-01 | 0.42051 |
| 1996-12-01 | 0.65315 |
| 1997-01-01 | 0.27409 |
| 1997-02-01 | 0.27438 |
| 1997-03-01 | 0.31591 |
| 1997-04-01 | 0.66592 |
| 1997-05-01 | 0.15723 |
| 1997-06-01 | 0.57837 |
| 1997-07-01 | 0.40349 |
| 1997-08-01 | 0.26253 |
| 1997-09-01 | 0.29750 |
| 1997-10-01 | 0.40126 |
| 1997-11-01 | 0.62346 |
| 1997-12-01 | 0.31158 |
| 1998-01-01 | 0.31997 |
| 1998-02-01 | 0.20915 |
| 1998-03-01 | 0.13523 |
| 1998-04-01 | 0.48928 |
| 1998-05-01 | 0.60101 |
| 1998-06-01 | 0.41639 |
| 1998-07-01 | 0.36710 |
| 1998-08-01 | 0.65708 |
| 1998-09-01 | 0.99466 |
| 1998-10-01 | 1.33775 |
| 1998-11-01 | 0.73566 |
| 1998-12-01 | 0.36482 |
| 1999-01-01 | 0.28254 |
| 1999-02-01 | 0.37706 |
| 1999-03-01 | 0.20335 |
| 1999-04-01 | 0.28897 |
| 1999-05-01 | 0.28936 |
| 1999-06-01 | 0.20001 |
| 1999-07-01 | 0.55432 |
| 1999-08-01 | 0.29627 |
| 1999-09-01 | 0.48504 |
| 1999-10-01 | 0.36702 |
| 1999-11-01 | 0.21137 |
| 1999-12-01 | 0.58161 |
| 2000-01-01 | 0.23418 |
| 2000-02-01 | 0.35141 |
| 2000-03-01 | 0.16951 |
| 2000-04-01 | 0.54974 |
| 2000-05-01 | 0.34308 |
| 2000-06-01 | 0.00000 |
| 2000-07-01 | 0.16572 |
| 2000-08-01 | 0.10647 |
| 2000-09-01 | 0.21439 |
| 2000-10-01 | 0.63380 |
| 2000-11-01 | 0.67239 |
| 2000-12-01 | 0.75930 |
| 2001-01-01 | 0.99331 |
| 2001-02-01 | 0.72815 |
| 2001-03-01 | 0.88848 |
| 2001-04-01 | 1.00211 |
| 2001-05-01 | 1.13733 |
| 2001-06-01 | 0.59582 |
| 2001-07-01 | 0.84328 |
| 2001-08-01 | 0.89001 |
| 2001-09-01 | 1.49001 |
| 2001-10-01 | 1.02940 |
| 2001-11-01 | 0.52103 |
| 2001-12-01 | 0.47529 |
| 2002-01-01 | 0.76958 |
| 2002-02-01 | 0.58190 |
| 2002-03-01 | 0.72967 |
| 2002-04-01 | 0.74397 |
| 2002-05-01 | 0.48366 |
| 2002-06-01 | 0.82079 |
| 2002-07-01 | 1.18146 |
| 2002-08-01 | 1.51099 |
| 2002-09-01 | 1.62344 |
| 2002-10-01 | 1.02016 |
| 2002-11-01 | 1.19382 |
| 2002-12-01 | 1.06187 |
| 2003-01-01 | 1.31971 |
| 2003-02-01 | 0.84856 |
| 2003-03-01 | 0.91338 |
| 2003-04-01 | 1.23504 |
| 2003-05-01 | 1.22738 |
| 2003-06-01 | 0.79575 |
| 2003-07-01 | 0.27954 |
| 2003-08-01 | 0.75583 |
| 2003-09-01 | 0.21362 |
| 2003-10-01 | 0.49495 |
| 2003-11-01 | 0.38347 |
| 2003-12-01 | 0.26506 |
| 2004-01-01 | 0.37004 |
| 2004-02-01 | 0.10392 |
| 2004-03-01 | 0.19348 |
| 2004-04-01 | 0.15461 |
| 2004-05-01 | 0.20906 |
| 2004-06-01 | 0.46998 |
| 2004-07-01 | 0.11105 |
| 2004-08-01 | 0.46438 |
| 2004-09-01 | 0.20430 |
| 2004-10-01 | 0.24946 |
| 2004-11-01 | 0.20946 |
| 2004-12-01 | 0.30923 |
| 2005-01-01 | 0.26127 |
| 2005-02-01 | 0.11060 |
| 2005-03-01 | 0.28851 |
| 2005-04-01 | 0.51126 |
| 2005-05-01 | 0.46083 |
| 2005-06-01 | 0.36583 |
| 2005-07-01 | 0.23650 |
| 2005-08-01 | 0.34252 |
| 2005-09-01 | 0.28744 |
| 2005-10-01 | 0.27243 |
| 2005-11-01 | 0.10356 |
| 2005-12-01 | 0.27980 |
| 2006-01-01 | 0.39768 |
| 2006-02-01 | 0.05057 |
| 2006-03-01 | 0.13958 |
| 2006-04-01 | 0.24338 |
| 2006-05-01 | 0.36913 |
| 2006-06-01 | 0.11395 |
| 2006-07-01 | 0.17287 |
| 2006-08-01 | 0.33504 |
| 2006-09-01 | 0.34501 |
| 2006-10-01 | 0.14396 |
| 2006-11-01 | 0.26270 |
| 2006-12-01 | 0.37621 |
| 2007-01-01 | 0.22553 |
| 2007-02-01 | 0.25404 |
| 2007-03-01 | 0.64355 |
| 2007-04-01 | 0.58589 |
| 2007-05-01 | 0.27342 |
| 2007-06-01 | 0.41938 |
| 2007-07-01 | 0.10333 |
| 2007-08-01 | 0.93733 |
| 2007-09-01 | 0.50047 |
| 2007-10-01 | 0.29289 |
| 2007-11-01 | 0.33594 |
| 2007-12-01 | 0.36001 |
| 2008-01-01 | 0.47989 |
| 2008-02-01 | 0.46320 |
| 2008-03-01 | 0.23716 |
| 2008-04-01 | 0.14045 |
| 2008-05-01 | 0.18976 |
| 2008-06-01 | 0.04430 |
| 2008-07-01 | 0.22541 |
| 2008-08-01 | 0.18307 |
| 2008-09-01 | 0.18676 |
| 2008-10-01 | 0.36627 |
| 2008-11-01 | 0.30058 |
| 2008-12-01 | 0.17817 |
| 2009-01-01 | 0.17876 |
| 2009-02-01 | 0.19250 |
| 2009-03-01 | 0.17958 |
| 2009-04-01 | 0.27625 |
| 2009-05-01 | 0.11837 |
| 2009-06-01 | 0.00000 |
| 2009-07-01 | 0.10949 |
| 2009-08-01 | 0.10952 |
| 2009-09-01 | 0.20979 |
| 2009-10-01 | 0.31943 |
| 2009-11-01 | 0.11493 |
| 2009-12-01 | 0.20215 |
| 2010-01-01 | 0.35236 |
| 2010-02-01 | 0.05547 |
| 2010-03-01 | 0.05365 |
| 2010-04-01 | 0.05695 |
| 2010-05-01 | 0.55079 |
| 2010-06-01 | 0.34090 |
| 2010-07-01 | 0.28986 |
| 2010-08-01 | 0.31893 |
| 2010-09-01 | 0.15589 |
| 2010-10-01 | 0.09925 |
| 2010-11-01 | 0.51183 |
| 2010-12-01 | 0.43904 |
| 2011-01-01 | 0.34358 |
| 2011-02-01 | 0.21823 |
| 2011-03-01 | 0.11747 |
| 2011-04-01 | 0.22166 |
| 2011-05-01 | 0.23767 |
| 2011-06-01 | 0.11851 |
| 2011-07-01 | 0.33523 |
| 2011-08-01 | 1.36789 |
| 2011-09-01 | 0.38065 |
| 2011-10-01 | 0.48082 |
| 2011-11-01 | 0.18169 |
| 2011-12-01 | 0.13511 |
| 2012-01-01 | 0.60438 |
| 2012-02-01 | 0.21354 |
| 2012-03-01 | 0.48967 |
| 2012-04-01 | 0.11767 |
| 2012-05-01 | 0.13370 |
| 2012-06-01 | 0.41068 |
| 2012-07-01 | 0.58809 |
| 2012-08-01 | 0.30882 |
| 2012-09-01 | 0.00000 |
| 2012-10-01 | 0.11190 |
| 2012-11-01 | 0.54412 |
| 2012-12-01 | 0.40792 |
| 2013-01-01 | 0.72831 |
| 2013-02-01 | 0.19654 |
| 2013-03-01 | 0.21899 |
| 2013-04-01 | 0.25229 |
| 2013-05-01 | 0.09940 |
| 2013-06-01 | 0.24405 |
| 2013-07-01 | 0.41934 |
| 2013-08-01 | 0.05156 |
| 2013-09-01 | 0.40010 |
| 2013-10-01 | 1.00340 |
| 2013-11-01 | 0.39647 |
| 2013-12-01 | 0.17080 |
| 2014-01-01 | 0.34287 |
| 2014-02-01 | 0.26646 |
| 2014-03-01 | 0.11911 |
| 2014-04-01 | 0.30609 |
| 2014-05-01 | 0.11696 |
| 2014-06-01 | 0.54557 |
| 2014-07-01 | 0.17867 |
| 2014-08-01 | 0.05561 |
| 2014-09-01 | 0.00000 |
| 2014-10-01 | 0.12185 |
| 2014-11-01 | 0.12866 |
| 2014-12-01 | 0.06081 |
| 2015-01-01 | 0.74402 |
| 2015-02-01 | 0.12186 |
| 2015-03-01 | 0.11623 |
| 2015-04-01 | 0.00000 |
| 2015-05-01 | 0.29142 |
| 2015-06-01 | 0.11662 |
| 2015-07-01 | 0.21427 |
| 2015-08-01 | 1.23444 |
| 2015-09-01 | 0.29327 |
| 2015-10-01 | 0.13184 |
| 2015-11-01 | 0.21094 |
| 2015-12-01 | 0.22347 |
| 2016-01-01 | 0.50688 |
| 2016-02-01 | 0.91740 |
| 2016-03-01 | 0.34453 |
| 2016-04-01 | 0.29223 |
| 2016-05-01 | 0.29125 |
| 2016-06-01 | 0.38359 |
| 2016-07-01 | 0.44788 |
| 2016-08-01 | 0.30714 |
| 2016-09-01 | 0.00000 |
| 2016-10-01 | 0.29737 |
| 2016-11-01 | 0.11478 |
| 2016-12-01 | 0.69831 |
| 2017-01-01 | 0.41486 |
| 2017-02-01 | 0.44212 |
| 2017-03-01 | 0.66510 |
| 2017-04-01 | 0.35497 |
| 2017-05-01 | 0.38684 |
| 2017-06-01 | 0.00000 |
| 2017-07-01 | 0.22080 |
| 2017-08-01 | 0.47176 |
| 2017-09-01 | 0.17242 |
| 2017-10-01 | 0.08946 |
| 2017-11-01 | 0.61453 |
| 2017-12-01 | 0.81821 |
| 2018-01-01 | 0.36036 |
| 2018-02-01 | 0.49085 |
| 2018-03-01 | 0.00000 |
| 2018-04-01 | 0.52005 |
| 2018-05-01 | 0.38271 |
| 2018-06-01 | 0.79303 |
| 2018-07-01 | 0.58770 |
| 2018-08-01 | 0.33800 |
| 2018-09-01 | 0.46224 |
| 2018-10-01 | 1.06977 |
| 2018-11-01 | 1.52087 |
| 2018-12-01 | 1.96210 |
| 2019-01-01 | 1.33096 |
| 2019-02-01 | 0.12540 |
| 2019-03-01 | 0.88387 |
| 2019-04-01 | 1.08800 |
| 2019-05-01 | 0.75587 |
| 2019-06-01 | 1.10714 |
| 2019-07-01 | 1.36189 |
| 2019-08-01 | 3.95173 |
| 2019-09-01 | 0.58535 |
| 2019-10-01 | 1.38185 |
| 2019-11-01 | 1.50018 |
| 2019-12-01 | 2.04638 |
| 2020-01-01 | 0.52741 |
| 2020-02-01 | 0.66969 |
| 2020-03-01 | 1.63731 |
| 2020-04-01 | 0.35154 |
| 2020-05-01 | 0.20901 |
| 2020-06-01 | 0.18618 |
| 2020-07-01 | 0.15555 |
| 2020-08-01 | 0.16303 |
| 2020-09-01 | 0.30779 |
| 2020-10-01 | 0.34390 |
| 2020-11-01 | 0.45887 |
| 2020-12-01 | 0.50881 |
| 2021-01-01 | 0.00000 |
| 2021-02-01 | 0.00000 |
| 2021-03-01 | 0.00000 |
| 2021-04-01 | 0.16128 |
| 2021-05-01 | 0.46012 |
| 2021-06-01 | 0.00000 |
| 2021-07-01 | 0.12134 |
| 2021-08-01 | 0.51687 |
| 2021-09-01 | 0.00000 |
| 2021-10-01 | 0.00000 |
| 2021-11-01 | 0.00000 |
| 2021-12-01 | 0.00000 |
| 2022-01-01 | 0.00000 |
| 2022-02-01 | 0.00000 |
| 2022-03-01 | 0.53604 |
| 2022-04-01 | 0.00000 |
| 2022-05-01 | 0.00000 |
| 2022-06-01 | 0.66283 |
| 2022-07-01 | 0.79661 |
| 2022-08-01 | 0.21756 |
| 2022-09-01 | 0.36655 |
| 2022-10-01 | 0.28980 |
| 2022-11-01 | 0.54907 |
| 2022-12-01 | 0.00000 |
| 2023-01-01 | 1.05738 |
| 2023-02-01 | 0.00000 |
| 2023-03-01 | 0.16770 |
| 2023-04-01 | 0.15942 |
| 2023-05-01 | 0.16999 |
| 2023-06-01 | 0.19217 |
| 2023-07-01 | 0.34819 |
| 2023-08-01 | 0.00000 |
| 2023-09-01 | 0.37640 |
| 2023-10-01 | 0.00000 |
| 2023-11-01 | 0.00000 |
| 2023-12-01 | 0.00000 |
| 2024-01-01 | 0.53117 |
| 2024-02-01 | 0.00000 |
| 2024-03-01 | 0.00000 |
| 2024-04-01 | 0.00000 |
| 2024-05-01 | 0.00000 |
| 2024-06-01 | 0.00000 |
| 2024-07-01 | 0.00000 |
| 2024-08-01 | 0.31494 |
| 2024-09-01 | 0.48817 |
