Table Data - Equity Market Volatility Tracker: Macroeconomic News and Outlook: Consumer Spending And Sentiment
| Title | Equity Market Volatility Tracker: Macroeconomic News and Outlook: Consumer Spending And Sentiment |
|---|---|
| Series ID | EMVMACROCONSUME |
| 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 2025-01-01 |
| Last Updated | 2025-02-04 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 | 0.48446 |
| 1985-02-01 | 0.40435 |
| 1985-03-01 | 0.49613 |
| 1985-04-01 | 0.28515 |
| 1985-05-01 | 0.33008 |
| 1985-06-01 | 0.39470 |
| 1985-07-01 | 0.32768 |
| 1985-08-01 | 0.92209 |
| 1985-09-01 | 0.43693 |
| 1985-10-01 | 0.43861 |
| 1985-11-01 | 0.57454 |
| 1985-12-01 | 0.32067 |
| 1986-01-01 | 0.19727 |
| 1986-02-01 | 0.08079 |
| 1986-03-01 | 0.73414 |
| 1986-04-01 | 0.71783 |
| 1986-05-01 | 0.27768 |
| 1986-06-01 | 0.91338 |
| 1986-07-01 | 1.09293 |
| 1986-08-01 | 0.61084 |
| 1986-09-01 | 1.79182 |
| 1986-10-01 | 0.25618 |
| 1986-11-01 | 0.56348 |
| 1986-12-01 | 0.99111 |
| 1987-01-01 | 0.89096 |
| 1987-02-01 | 0.23537 |
| 1987-03-01 | 0.52670 |
| 1987-04-01 | 0.45808 |
| 1987-05-01 | 0.69661 |
| 1987-06-01 | 0.38632 |
| 1987-07-01 | 0.37735 |
| 1987-08-01 | 0.83506 |
| 1987-09-01 | 0.58781 |
| 1987-10-01 | 5.54369 |
| 1987-11-01 | 6.69840 |
| 1987-12-01 | 5.18137 |
| 1988-01-01 | 3.94785 |
| 1988-02-01 | 2.48206 |
| 1988-03-01 | 1.81613 |
| 1988-04-01 | 1.81977 |
| 1988-05-01 | 1.54490 |
| 1988-06-01 | 0.91212 |
| 1988-07-01 | 0.78059 |
| 1988-08-01 | 0.97122 |
| 1988-09-01 | 0.70461 |
| 1988-10-01 | 1.19165 |
| 1988-11-01 | 0.65933 |
| 1988-12-01 | 1.14529 |
| 1989-01-01 | 0.92941 |
| 1989-02-01 | 0.79819 |
| 1989-03-01 | 0.54646 |
| 1989-04-01 | 0.69125 |
| 1989-05-01 | 1.40246 |
| 1989-06-01 | 0.74995 |
| 1989-07-01 | 0.98957 |
| 1989-08-01 | 1.10786 |
| 1989-09-01 | 0.39159 |
| 1989-10-01 | 1.23203 |
| 1989-11-01 | 0.55231 |
| 1989-12-01 | 0.95480 |
| 1990-01-01 | 0.77146 |
| 1990-02-01 | 1.06604 |
| 1990-03-01 | 0.53458 |
| 1990-04-01 | 0.59731 |
| 1990-05-01 | 0.79827 |
| 1990-06-01 | 0.78428 |
| 1990-07-01 | 0.90183 |
| 1990-08-01 | 1.33309 |
| 1990-09-01 | 1.76605 |
| 1990-10-01 | 1.28513 |
| 1990-11-01 | 1.32083 |
| 1990-12-01 | 1.13115 |
| 1991-01-01 | 2.76092 |
| 1991-02-01 | 2.59847 |
| 1991-03-01 | 1.89392 |
| 1991-04-01 | 1.47889 |
| 1991-05-01 | 0.88770 |
| 1991-06-01 | 1.09730 |
| 1991-07-01 | 0.45704 |
| 1991-08-01 | 1.31282 |
| 1991-09-01 | 0.89623 |
| 1991-10-01 | 0.87574 |
| 1991-11-01 | 2.23066 |
| 1991-12-01 | 1.37547 |
| 1992-01-01 | 2.20691 |
| 1992-02-01 | 1.18665 |
| 1992-03-01 | 1.17572 |
| 1992-04-01 | 1.28071 |
| 1992-05-01 | 0.69151 |
| 1992-06-01 | 0.65486 |
| 1992-07-01 | 1.43725 |
| 1992-08-01 | 1.01007 |
| 1992-09-01 | 1.03108 |
| 1992-10-01 | 1.28007 |
| 1992-11-01 | 1.20419 |
| 1992-12-01 | 0.97154 |
| 1993-01-01 | 1.12884 |
| 1993-02-01 | 1.60967 |
| 1993-03-01 | 1.15484 |
| 1993-04-01 | 0.81803 |
| 1993-05-01 | 0.91846 |
| 1993-06-01 | 1.01836 |
| 1993-07-01 | 1.48861 |
| 1993-08-01 | 1.08039 |
| 1993-09-01 | 1.21084 |
| 1993-10-01 | 0.97851 |
| 1993-11-01 | 0.91139 |
| 1993-12-01 | 0.95518 |
| 1994-01-01 | 1.29240 |
| 1994-02-01 | 0.58921 |
| 1994-03-01 | 1.18160 |
| 1994-04-01 | 1.95182 |
| 1994-05-01 | 0.96195 |
| 1994-06-01 | 0.88712 |
| 1994-07-01 | 1.19978 |
| 1994-08-01 | 1.07187 |
| 1994-09-01 | 0.84429 |
| 1994-10-01 | 1.00110 |
| 1994-11-01 | 1.09841 |
| 1994-12-01 | 1.11780 |
| 1995-01-01 | 0.87076 |
| 1995-02-01 | 1.50752 |
| 1995-03-01 | 1.41916 |
| 1995-04-01 | 0.86562 |
| 1995-05-01 | 0.92022 |
| 1995-06-01 | 1.79104 |
| 1995-07-01 | 2.61722 |
| 1995-08-01 | 0.80304 |
| 1995-09-01 | 1.13113 |
| 1995-10-01 | 0.93191 |
| 1995-11-01 | 1.11885 |
| 1995-12-01 | 2.42440 |
| 1996-01-01 | 1.39123 |
| 1996-02-01 | 1.06705 |
| 1996-03-01 | 1.86058 |
| 1996-04-01 | 1.11178 |
| 1996-05-01 | 1.61454 |
| 1996-06-01 | 1.31731 |
| 1996-07-01 | 2.56147 |
| 1996-08-01 | 1.81509 |
| 1996-09-01 | 1.38586 |
| 1996-10-01 | 1.60932 |
| 1996-11-01 | 1.50182 |
| 1996-12-01 | 1.72193 |
| 1997-01-01 | 1.58970 |
| 1997-02-01 | 1.20728 |
| 1997-03-01 | 2.31668 |
| 1997-04-01 | 2.21973 |
| 1997-05-01 | 1.41507 |
| 1997-06-01 | 2.10315 |
| 1997-07-01 | 1.15282 |
| 1997-08-01 | 2.25774 |
| 1997-09-01 | 1.68582 |
| 1997-10-01 | 2.10660 |
| 1997-11-01 | 2.90947 |
| 1997-12-01 | 1.97333 |
| 1998-01-01 | 2.29315 |
| 1998-02-01 | 1.20262 |
| 1998-03-01 | 0.85645 |
| 1998-04-01 | 1.36998 |
| 1998-05-01 | 1.95330 |
| 1998-06-01 | 1.50942 |
| 1998-07-01 | 1.83551 |
| 1998-08-01 | 3.83294 |
| 1998-09-01 | 4.76390 |
| 1998-10-01 | 5.71115 |
| 1998-11-01 | 5.03646 |
| 1998-12-01 | 2.24102 |
| 1999-01-01 | 2.88194 |
| 1999-02-01 | 1.88532 |
| 1999-03-01 | 1.67765 |
| 1999-04-01 | 1.44487 |
| 1999-05-01 | 1.20565 |
| 1999-06-01 | 1.45011 |
| 1999-07-01 | 1.99554 |
| 1999-08-01 | 2.37014 |
| 1999-09-01 | 1.88627 |
| 1999-10-01 | 2.62160 |
| 1999-11-01 | 1.95518 |
| 1999-12-01 | 1.63909 |
| 2000-01-01 | 1.34651 |
| 2000-02-01 | 1.81564 |
| 2000-03-01 | 1.86462 |
| 2000-04-01 | 3.97031 |
| 2000-05-01 | 3.77392 |
| 2000-06-01 | 3.04185 |
| 2000-07-01 | 1.27048 |
| 2000-08-01 | 2.18270 |
| 2000-09-01 | 0.58957 |
| 2000-10-01 | 2.95774 |
| 2000-11-01 | 4.87481 |
| 2000-12-01 | 7.08679 |
| 2001-01-01 | 4.58027 |
| 2001-02-01 | 3.86478 |
| 2001-03-01 | 6.01034 |
| 2001-04-01 | 4.06118 |
| 2001-05-01 | 4.11606 |
| 2001-06-01 | 1.57081 |
| 2001-07-01 | 1.96765 |
| 2001-08-01 | 2.50317 |
| 2001-09-01 | 11.20747 |
| 2001-10-01 | 5.86759 |
| 2001-11-01 | 4.51557 |
| 2001-12-01 | 2.67351 |
| 2002-01-01 | 3.19670 |
| 2002-02-01 | 2.09484 |
| 2002-03-01 | 2.39750 |
| 2002-04-01 | 2.17469 |
| 2002-05-01 | 1.82716 |
| 2002-06-01 | 2.57964 |
| 2002-07-01 | 6.69494 |
| 2002-08-01 | 6.37243 |
| 2002-09-01 | 5.80692 |
| 2002-10-01 | 4.67128 |
| 2002-11-01 | 4.83214 |
| 2002-12-01 | 3.29739 |
| 2003-01-01 | 4.50900 |
| 2003-02-01 | 2.00018 |
| 2003-03-01 | 5.37281 |
| 2003-04-01 | 3.81251 |
| 2003-05-01 | 3.04178 |
| 2003-06-01 | 1.85675 |
| 2003-07-01 | 1.34178 |
| 2003-08-01 | 2.05155 |
| 2003-09-01 | 1.33510 |
| 2003-10-01 | 1.57484 |
| 2003-11-01 | 0.76694 |
| 2003-12-01 | 1.80239 |
| 2004-01-01 | 1.69163 |
| 2004-02-01 | 0.77942 |
| 2004-03-01 | 1.25762 |
| 2004-04-01 | 1.44298 |
| 2004-05-01 | 1.67252 |
| 2004-06-01 | 1.87991 |
| 2004-07-01 | 1.16599 |
| 2004-08-01 | 2.21871 |
| 2004-09-01 | 1.48115 |
| 2004-10-01 | 1.34711 |
| 2004-11-01 | 1.25674 |
| 2004-12-01 | 2.21616 |
| 2005-01-01 | 1.56761 |
| 2005-02-01 | 0.66359 |
| 2005-03-01 | 1.00979 |
| 2005-04-01 | 2.45404 |
| 2005-05-01 | 1.68971 |
| 2005-06-01 | 1.04524 |
| 2005-07-01 | 1.22982 |
| 2005-08-01 | 2.68310 |
| 2005-09-01 | 2.25162 |
| 2005-10-01 | 2.36108 |
| 2005-11-01 | 1.91588 |
| 2005-12-01 | 1.62286 |
| 2006-01-01 | 2.04519 |
| 2006-02-01 | 0.80914 |
| 2006-03-01 | 0.97703 |
| 2006-04-01 | 1.50895 |
| 2006-05-01 | 2.21477 |
| 2006-06-01 | 1.36734 |
| 2006-07-01 | 2.01679 |
| 2006-08-01 | 2.40113 |
| 2006-09-01 | 1.62650 |
| 2006-10-01 | 1.48755 |
| 2006-11-01 | 1.35728 |
| 2006-12-01 | 1.69294 |
| 2007-01-01 | 1.75916 |
| 2007-02-01 | 1.87987 |
| 2007-03-01 | 3.12582 |
| 2007-04-01 | 2.47878 |
| 2007-05-01 | 1.23038 |
| 2007-06-01 | 1.77072 |
| 2007-07-01 | 2.63485 |
| 2007-08-01 | 5.78020 |
| 2007-09-01 | 3.90367 |
| 2007-10-01 | 2.48956 |
| 2007-11-01 | 4.27126 |
| 2007-12-01 | 4.26872 |
| 2008-01-01 | 5.59876 |
| 2008-02-01 | 3.44828 |
| 2008-03-01 | 2.75110 |
| 2008-04-01 | 1.59180 |
| 2008-05-01 | 1.99250 |
| 2008-06-01 | 2.08187 |
| 2008-07-01 | 2.76130 |
| 2008-08-01 | 1.87642 |
| 2008-09-01 | 2.30337 |
| 2008-10-01 | 6.71490 |
| 2008-11-01 | 5.10978 |
| 2008-12-01 | 3.02894 |
| 2009-01-01 | 2.44302 |
| 2009-02-01 | 1.79662 |
| 2009-03-01 | 2.57393 |
| 2009-04-01 | 2.32054 |
| 2009-05-01 | 2.72241 |
| 2009-06-01 | 1.55705 |
| 2009-07-01 | 2.35408 |
| 2009-08-01 | 2.95700 |
| 2009-09-01 | 1.78319 |
| 2009-10-01 | 1.86334 |
| 2009-11-01 | 1.95373 |
| 2009-12-01 | 1.36452 |
| 2010-01-01 | 1.64433 |
| 2010-02-01 | 1.33137 |
| 2010-03-01 | 1.34127 |
| 2010-04-01 | 1.82241 |
| 2010-05-01 | 2.25824 |
| 2010-06-01 | 1.76130 |
| 2010-07-01 | 2.60876 |
| 2010-08-01 | 1.64782 |
| 2010-09-01 | 1.24708 |
| 2010-10-01 | 1.14135 |
| 2010-11-01 | 1.70610 |
| 2010-12-01 | 1.81103 |
| 2011-01-01 | 0.97349 |
| 2011-02-01 | 1.03661 |
| 2011-03-01 | 1.17473 |
| 2011-04-01 | 0.77581 |
| 2011-05-01 | 1.06952 |
| 2011-06-01 | 2.01463 |
| 2011-07-01 | 2.21251 |
| 2011-08-01 | 9.42324 |
| 2011-09-01 | 3.42581 |
| 2011-10-01 | 3.06520 |
| 2011-11-01 | 1.81692 |
| 2011-12-01 | 1.75645 |
| 2012-01-01 | 1.69226 |
| 2012-02-01 | 1.35242 |
| 2012-03-01 | 1.53022 |
| 2012-04-01 | 0.58833 |
| 2012-05-01 | 0.86903 |
| 2012-06-01 | 2.05339 |
| 2012-07-01 | 1.76427 |
| 2012-08-01 | 1.17352 |
| 2012-09-01 | 0.91543 |
| 2012-10-01 | 1.34279 |
| 2012-11-01 | 0.81618 |
| 2012-12-01 | 2.09061 |
| 2013-01-01 | 1.27454 |
| 2013-02-01 | 1.02203 |
| 2013-03-01 | 1.09496 |
| 2013-04-01 | 1.11006 |
| 2013-05-01 | 1.49097 |
| 2013-06-01 | 1.70833 |
| 2013-07-01 | 1.10077 |
| 2013-08-01 | 1.39205 |
| 2013-09-01 | 1.54325 |
| 2013-10-01 | 2.73148 |
| 2013-11-01 | 0.92509 |
| 2013-12-01 | 1.42330 |
| 2014-01-01 | 1.65720 |
| 2014-02-01 | 0.58621 |
| 2014-03-01 | 0.95290 |
| 2014-04-01 | 0.97949 |
| 2014-05-01 | 0.93564 |
| 2014-06-01 | 0.98203 |
| 2014-07-01 | 0.65512 |
| 2014-08-01 | 1.05655 |
| 2014-09-01 | 0.44745 |
| 2014-10-01 | 2.74165 |
| 2014-11-01 | 0.90060 |
| 2014-12-01 | 1.09466 |
| 2015-01-01 | 2.36735 |
| 2015-02-01 | 0.79211 |
| 2015-03-01 | 0.58116 |
| 2015-04-01 | 0.81532 |
| 2015-05-01 | 1.04912 |
| 2015-06-01 | 0.93294 |
| 2015-07-01 | 1.92845 |
| 2015-08-01 | 3.39471 |
| 2015-09-01 | 1.68631 |
| 2015-10-01 | 1.71398 |
| 2015-11-01 | 0.63281 |
| 2015-12-01 | 1.19183 |
| 2016-01-01 | 3.54819 |
| 2016-02-01 | 2.34446 |
| 2016-03-01 | 1.20585 |
| 2016-04-01 | 0.43834 |
| 2016-05-01 | 0.87374 |
| 2016-06-01 | 0.95897 |
| 2016-07-01 | 0.98534 |
| 2016-08-01 | 0.61429 |
| 2016-09-01 | 0.84439 |
| 2016-10-01 | 0.79298 |
| 2016-11-01 | 0.57388 |
| 2016-12-01 | 0.29927 |
| 2017-01-01 | 1.03716 |
| 2017-02-01 | 0.66318 |
| 2017-03-01 | 0.76012 |
| 2017-04-01 | 0.82827 |
| 2017-05-01 | 0.38684 |
| 2017-06-01 | 0.44061 |
| 2017-07-01 | 0.88319 |
| 2017-08-01 | 1.06146 |
| 2017-09-01 | 0.25864 |
| 2017-10-01 | 0.62619 |
| 2017-11-01 | 0.36872 |
| 2017-12-01 | 1.36368 |
| 2018-01-01 | 0.72071 |
| 2018-02-01 | 1.34983 |
| 2018-03-01 | 0.98378 |
| 2018-04-01 | 0.62406 |
| 2018-05-01 | 0.38271 |
| 2018-06-01 | 1.01961 |
| 2018-07-01 | 0.58770 |
| 2018-08-01 | 1.12665 |
| 2018-09-01 | 1.07855 |
| 2018-10-01 | 3.09045 |
| 2018-11-01 | 1.36878 |
| 2018-12-01 | 4.98073 |
| 2019-01-01 | 4.28866 |
| 2019-02-01 | 1.25404 |
| 2019-03-01 | 1.17849 |
| 2019-04-01 | 1.24342 |
| 2019-05-01 | 2.26761 |
| 2019-06-01 | 1.52232 |
| 2019-07-01 | 2.38331 |
| 2019-08-01 | 6.58621 |
| 2019-09-01 | 3.21940 |
| 2019-10-01 | 2.55111 |
| 2019-11-01 | 2.55031 |
| 2019-12-01 | 2.83345 |
| 2020-01-01 | 1.71408 |
| 2020-02-01 | 3.34843 |
| 2020-03-01 | 6.38550 |
| 2020-04-01 | 3.16384 |
| 2020-05-01 | 2.50812 |
| 2020-06-01 | 3.16502 |
| 2020-07-01 | 1.86661 |
| 2020-08-01 | 1.46727 |
| 2020-09-01 | 1.69287 |
| 2020-10-01 | 2.75117 |
| 2020-11-01 | 1.07069 |
| 2020-12-01 | 1.01763 |
| 2021-01-01 | 1.37224 |
| 2021-02-01 | 1.76828 |
| 2021-03-01 | 1.44197 |
| 2021-04-01 | 1.12896 |
| 2021-05-01 | 0.30675 |
| 2021-06-01 | 0.85086 |
| 2021-07-01 | 1.09205 |
| 2021-08-01 | 0.86145 |
| 2021-09-01 | 2.19599 |
| 2021-10-01 | 1.45210 |
| 2021-11-01 | 0.42835 |
| 2021-12-01 | 1.04366 |
| 2022-01-01 | 1.01760 |
| 2022-02-01 | 1.26170 |
| 2022-03-01 | 2.01014 |
| 2022-04-01 | 1.90410 |
| 2022-05-01 | 4.54278 |
| 2022-06-01 | 3.31417 |
| 2022-07-01 | 4.30169 |
| 2022-08-01 | 1.19656 |
| 2022-09-01 | 1.46622 |
| 2022-10-01 | 1.59393 |
| 2022-11-01 | 1.78447 |
| 2022-12-01 | 0.95646 |
| 2023-01-01 | 1.51054 |
| 2023-02-01 | 1.42086 |
| 2023-03-01 | 1.17391 |
| 2023-04-01 | 0.31884 |
| 2023-05-01 | 2.71988 |
| 2023-06-01 | 1.34516 |
| 2023-07-01 | 1.56687 |
| 2023-08-01 | 0.56196 |
| 2023-09-01 | 1.88202 |
| 2023-10-01 | 0.68494 |
| 2023-11-01 | 1.10392 |
| 2023-12-01 | 0.74064 |
| 2024-01-01 | 2.30172 |
| 2024-02-01 | 1.14112 |
| 2024-03-01 | 1.43841 |
| 2024-04-01 | 1.34203 |
| 2024-05-01 | 1.09156 |
| 2024-06-01 | 0.37318 |
| 2024-07-01 | 0.44177 |
| 2024-08-01 | 2.36430 |
| 2024-09-01 | 2.65526 |
| 2024-10-01 | 0.93897 |
| 2024-11-01 | 0.97396 |
| 2024-12-01 | 0.00000 |
| 2025-01-01 | 0.56080 |
