Table Data - Equity Market Volatility Tracker: Macroeconomic News and Outlook: Other Financial Indicators
| Title | Equity Market Volatility Tracker: Macroeconomic News and Outlook: Other Financial Indicators |
|---|---|
| Series ID | EMVMACROFININD |
| 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 | 0.64594 |
| 1985-02-01 | 0.40435 |
| 1985-03-01 | 0.24807 |
| 1985-04-01 | 0.35644 |
| 1985-05-01 | 0.39609 |
| 1985-06-01 | 0.26314 |
| 1985-07-01 | 0.57344 |
| 1985-08-01 | 0.41913 |
| 1985-09-01 | 0.58257 |
| 1985-10-01 | 0.43861 |
| 1985-11-01 | 0.71818 |
| 1985-12-01 | 0.51307 |
| 1986-01-01 | 0.59180 |
| 1986-02-01 | 0.40396 |
| 1986-03-01 | 0.46718 |
| 1986-04-01 | 0.45680 |
| 1986-05-01 | 0.34711 |
| 1986-06-01 | 0.30446 |
| 1986-07-01 | 0.36431 |
| 1986-08-01 | 0.47510 |
| 1986-09-01 | 0.55133 |
| 1986-10-01 | 0.25618 |
| 1986-11-01 | 0.62609 |
| 1986-12-01 | 0.69961 |
| 1987-01-01 | 0.47518 |
| 1987-02-01 | 0.52959 |
| 1987-03-01 | 0.94807 |
| 1987-04-01 | 0.40082 |
| 1987-05-01 | 0.69661 |
| 1987-06-01 | 0.71745 |
| 1987-07-01 | 0.53907 |
| 1987-08-01 | 0.73067 |
| 1987-09-01 | 0.83273 |
| 1987-10-01 | 0.98798 |
| 1987-11-01 | 1.51980 |
| 1987-12-01 | 0.87265 |
| 1988-01-01 | 0.54831 |
| 1988-02-01 | 0.66188 |
| 1988-03-01 | 0.40358 |
| 1988-04-01 | 0.82717 |
| 1988-05-01 | 0.82762 |
| 1988-06-01 | 0.86144 |
| 1988-07-01 | 0.48036 |
| 1988-08-01 | 0.64748 |
| 1988-09-01 | 0.55363 |
| 1988-10-01 | 0.93259 |
| 1988-11-01 | 1.16651 |
| 1988-12-01 | 0.59754 |
| 1989-01-01 | 0.82007 |
| 1989-02-01 | 0.45611 |
| 1989-03-01 | 0.36430 |
| 1989-04-01 | 0.46083 |
| 1989-05-01 | 0.40070 |
| 1989-06-01 | 0.29998 |
| 1989-07-01 | 0.98957 |
| 1989-08-01 | 0.31653 |
| 1989-09-01 | 0.73423 |
| 1989-10-01 | 0.71079 |
| 1989-11-01 | 0.55231 |
| 1989-12-01 | 1.20606 |
| 1990-01-01 | 0.62681 |
| 1990-02-01 | 0.94759 |
| 1990-03-01 | 0.31184 |
| 1990-04-01 | 0.49776 |
| 1990-05-01 | 0.63021 |
| 1990-06-01 | 0.49018 |
| 1990-07-01 | 0.73273 |
| 1990-08-01 | 0.47610 |
| 1990-09-01 | 0.90826 |
| 1990-10-01 | 0.82248 |
| 1990-11-01 | 0.84911 |
| 1990-12-01 | 0.80797 |
| 1991-01-01 | 1.09395 |
| 1991-02-01 | 0.90947 |
| 1991-03-01 | 0.54112 |
| 1991-04-01 | 0.38342 |
| 1991-05-01 | 0.67883 |
| 1991-06-01 | 0.43892 |
| 1991-07-01 | 0.45704 |
| 1991-08-01 | 0.68267 |
| 1991-09-01 | 0.84351 |
| 1991-10-01 | 0.61817 |
| 1991-11-01 | 0.92491 |
| 1991-12-01 | 0.91698 |
| 1992-01-01 | 0.99311 |
| 1992-02-01 | 0.33904 |
| 1992-03-01 | 0.46006 |
| 1992-04-01 | 0.58699 |
| 1992-05-01 | 0.63832 |
| 1992-06-01 | 0.38200 |
| 1992-07-01 | 0.54516 |
| 1992-08-01 | 0.21958 |
| 1992-09-01 | 0.84361 |
| 1992-10-01 | 0.44310 |
| 1992-11-01 | 0.67435 |
| 1992-12-01 | 0.24289 |
| 1993-01-01 | 0.45153 |
| 1993-02-01 | 0.41732 |
| 1993-03-01 | 0.38495 |
| 1993-04-01 | 0.54536 |
| 1993-05-01 | 0.40183 |
| 1993-06-01 | 0.67890 |
| 1993-07-01 | 0.28627 |
| 1993-08-01 | 0.85294 |
| 1993-09-01 | 0.51893 |
| 1993-10-01 | 0.15450 |
| 1993-11-01 | 0.42889 |
| 1993-12-01 | 0.21226 |
| 1994-01-01 | 0.36187 |
| 1994-02-01 | 0.42852 |
| 1994-03-01 | 0.51374 |
| 1994-04-01 | 0.45925 |
| 1994-05-01 | 0.70880 |
| 1994-06-01 | 0.44356 |
| 1994-07-01 | 0.45706 |
| 1994-08-01 | 1.07187 |
| 1994-09-01 | 0.39400 |
| 1994-10-01 | 0.20022 |
| 1994-11-01 | 0.47075 |
| 1994-12-01 | 0.45728 |
| 1995-01-01 | 0.97960 |
| 1995-02-01 | 0.75376 |
| 1995-03-01 | 0.49125 |
| 1995-04-01 | 0.70332 |
| 1995-05-01 | 0.16239 |
| 1995-06-01 | 0.40443 |
| 1995-07-01 | 0.48692 |
| 1995-08-01 | 0.63096 |
| 1995-09-01 | 0.37704 |
| 1995-10-01 | 0.98673 |
| 1995-11-01 | 0.82441 |
| 1995-12-01 | 1.09098 |
| 1996-01-01 | 0.52999 |
| 1996-02-01 | 0.37661 |
| 1996-03-01 | 0.69772 |
| 1996-04-01 | 0.00000 |
| 1996-05-01 | 0.33404 |
| 1996-06-01 | 0.41914 |
| 1996-07-01 | 0.37485 |
| 1996-08-01 | 0.25036 |
| 1996-09-01 | 0.72065 |
| 1996-10-01 | 0.55494 |
| 1996-11-01 | 0.60073 |
| 1996-12-01 | 1.00941 |
| 1997-01-01 | 0.54817 |
| 1997-02-01 | 0.32926 |
| 1997-03-01 | 0.68447 |
| 1997-04-01 | 1.05437 |
| 1997-05-01 | 0.31446 |
| 1997-06-01 | 0.52579 |
| 1997-07-01 | 0.51877 |
| 1997-08-01 | 0.36754 |
| 1997-09-01 | 0.59500 |
| 1997-10-01 | 1.25393 |
| 1997-11-01 | 1.03910 |
| 1997-12-01 | 1.24631 |
| 1998-01-01 | 0.85327 |
| 1998-02-01 | 0.41830 |
| 1998-03-01 | 0.76629 |
| 1998-04-01 | 0.78285 |
| 1998-05-01 | 0.70118 |
| 1998-06-01 | 0.67664 |
| 1998-07-01 | 0.99642 |
| 1998-08-01 | 1.20464 |
| 1998-09-01 | 1.30876 |
| 1998-10-01 | 1.90372 |
| 1998-11-01 | 1.18838 |
| 1998-12-01 | 0.88598 |
| 1999-01-01 | 0.90414 |
| 1999-02-01 | 0.21547 |
| 1999-03-01 | 0.40670 |
| 1999-04-01 | 0.62611 |
| 1999-05-01 | 0.24113 |
| 1999-06-01 | 0.40003 |
| 1999-07-01 | 0.66518 |
| 1999-08-01 | 1.00731 |
| 1999-09-01 | 0.59283 |
| 1999-10-01 | 0.47189 |
| 1999-11-01 | 0.68696 |
| 1999-12-01 | 0.52874 |
| 2000-01-01 | 0.70253 |
| 2000-02-01 | 0.64426 |
| 2000-03-01 | 0.50853 |
| 2000-04-01 | 0.42757 |
| 2000-05-01 | 1.08643 |
| 2000-06-01 | 0.40175 |
| 2000-07-01 | 0.60762 |
| 2000-08-01 | 0.21295 |
| 2000-09-01 | 0.64317 |
| 2000-10-01 | 0.58098 |
| 2000-11-01 | 0.61636 |
| 2000-12-01 | 0.63275 |
| 2001-01-01 | 1.10368 |
| 2001-02-01 | 0.11202 |
| 2001-03-01 | 1.30660 |
| 2001-04-01 | 1.05485 |
| 2001-05-01 | 0.75822 |
| 2001-06-01 | 0.43333 |
| 2001-07-01 | 0.78706 |
| 2001-08-01 | 0.55626 |
| 2001-09-01 | 0.38870 |
| 2001-10-01 | 1.44116 |
| 2001-11-01 | 0.98416 |
| 2001-12-01 | 0.83176 |
| 2002-01-01 | 0.88797 |
| 2002-02-01 | 0.87285 |
| 2002-03-01 | 1.14663 |
| 2002-04-01 | 0.74397 |
| 2002-05-01 | 0.96732 |
| 2002-06-01 | 0.52765 |
| 2002-07-01 | 0.98455 |
| 2002-08-01 | 1.24821 |
| 2002-09-01 | 0.93660 |
| 2002-10-01 | 0.91278 |
| 2002-11-01 | 0.45479 |
| 2002-12-01 | 1.00598 |
| 2003-01-01 | 0.54988 |
| 2003-02-01 | 0.78795 |
| 2003-03-01 | 0.64474 |
| 2003-04-01 | 0.75176 |
| 2003-05-01 | 0.42692 |
| 2003-06-01 | 0.53050 |
| 2003-07-01 | 0.44726 |
| 2003-08-01 | 0.53988 |
| 2003-09-01 | 0.32042 |
| 2003-10-01 | 0.31497 |
| 2003-11-01 | 0.14380 |
| 2003-12-01 | 0.26506 |
| 2004-01-01 | 0.63436 |
| 2004-02-01 | 0.41569 |
| 2004-03-01 | 0.33859 |
| 2004-04-01 | 0.61842 |
| 2004-05-01 | 0.67946 |
| 2004-06-01 | 0.83551 |
| 2004-07-01 | 0.44419 |
| 2004-08-01 | 0.56758 |
| 2004-09-01 | 0.51074 |
| 2004-10-01 | 0.59871 |
| 2004-11-01 | 0.31419 |
| 2004-12-01 | 0.30923 |
| 2005-01-01 | 0.73155 |
| 2005-02-01 | 0.38709 |
| 2005-03-01 | 0.43277 |
| 2005-04-01 | 0.86914 |
| 2005-05-01 | 0.51203 |
| 2005-06-01 | 1.04524 |
| 2005-07-01 | 0.85142 |
| 2005-08-01 | 0.45670 |
| 2005-09-01 | 0.71860 |
| 2005-10-01 | 0.68108 |
| 2005-11-01 | 0.56959 |
| 2005-12-01 | 0.67153 |
| 2006-01-01 | 0.39768 |
| 2006-02-01 | 0.25286 |
| 2006-03-01 | 0.51178 |
| 2006-04-01 | 0.38941 |
| 2006-05-01 | 0.58006 |
| 2006-06-01 | 0.45578 |
| 2006-07-01 | 0.63385 |
| 2006-08-01 | 0.55840 |
| 2006-09-01 | 0.44359 |
| 2006-10-01 | 0.38388 |
| 2006-11-01 | 0.21892 |
| 2006-12-01 | 0.32918 |
| 2007-01-01 | 0.31575 |
| 2007-02-01 | 0.50807 |
| 2007-03-01 | 1.79275 |
| 2007-04-01 | 0.72110 |
| 2007-05-01 | 0.72911 |
| 2007-06-01 | 1.72412 |
| 2007-07-01 | 2.06655 |
| 2007-08-01 | 4.16591 |
| 2007-09-01 | 1.50141 |
| 2007-10-01 | 1.41563 |
| 2007-11-01 | 1.67971 |
| 2007-12-01 | 1.95435 |
| 2008-01-01 | 1.97290 |
| 2008-02-01 | 1.33814 |
| 2008-03-01 | 1.99218 |
| 2008-04-01 | 1.12363 |
| 2008-05-01 | 0.71161 |
| 2008-06-01 | 0.88590 |
| 2008-07-01 | 1.74694 |
| 2008-08-01 | 0.77803 |
| 2008-09-01 | 3.54844 |
| 2008-10-01 | 4.51730 |
| 2008-11-01 | 1.80345 |
| 2008-12-01 | 1.24721 |
| 2009-01-01 | 1.31089 |
| 2009-02-01 | 1.21914 |
| 2009-03-01 | 2.33449 |
| 2009-04-01 | 0.71826 |
| 2009-05-01 | 1.18366 |
| 2009-06-01 | 0.90828 |
| 2009-07-01 | 1.42340 |
| 2009-08-01 | 1.09518 |
| 2009-09-01 | 0.62936 |
| 2009-10-01 | 0.95829 |
| 2009-11-01 | 0.34478 |
| 2009-12-01 | 0.55591 |
| 2010-01-01 | 0.88089 |
| 2010-02-01 | 0.61021 |
| 2010-03-01 | 0.69746 |
| 2010-04-01 | 1.08206 |
| 2010-05-01 | 0.44063 |
| 2010-06-01 | 0.51134 |
| 2010-07-01 | 0.63770 |
| 2010-08-01 | 0.37209 |
| 2010-09-01 | 0.51962 |
| 2010-10-01 | 0.39699 |
| 2010-11-01 | 0.62557 |
| 2010-12-01 | 0.65856 |
| 2011-01-01 | 0.34358 |
| 2011-02-01 | 0.32735 |
| 2011-03-01 | 0.35242 |
| 2011-04-01 | 0.60956 |
| 2011-05-01 | 0.71302 |
| 2011-06-01 | 0.47403 |
| 2011-07-01 | 0.93864 |
| 2011-08-01 | 1.89985 |
| 2011-09-01 | 1.14194 |
| 2011-10-01 | 1.20204 |
| 2011-11-01 | 0.54508 |
| 2011-12-01 | 0.74311 |
| 2012-01-01 | 0.66481 |
| 2012-02-01 | 0.64062 |
| 2012-03-01 | 0.42846 |
| 2012-04-01 | 0.52950 |
| 2012-05-01 | 0.40109 |
| 2012-06-01 | 0.41068 |
| 2012-07-01 | 0.58809 |
| 2012-08-01 | 0.43235 |
| 2012-09-01 | 0.30514 |
| 2012-10-01 | 0.44760 |
| 2012-11-01 | 0.10882 |
| 2012-12-01 | 0.40792 |
| 2013-01-01 | 0.27312 |
| 2013-02-01 | 0.43240 |
| 2013-03-01 | 0.43798 |
| 2013-04-01 | 0.75686 |
| 2013-05-01 | 0.44729 |
| 2013-06-01 | 0.48809 |
| 2013-07-01 | 0.20967 |
| 2013-08-01 | 0.56713 |
| 2013-09-01 | 0.74304 |
| 2013-10-01 | 0.05574 |
| 2013-11-01 | 0.13216 |
| 2013-12-01 | 0.17080 |
| 2014-01-01 | 0.34287 |
| 2014-02-01 | 0.63951 |
| 2014-03-01 | 0.59556 |
| 2014-04-01 | 0.48974 |
| 2014-05-01 | 0.58478 |
| 2014-06-01 | 0.32734 |
| 2014-07-01 | 0.77424 |
| 2014-08-01 | 0.61169 |
| 2014-09-01 | 0.55931 |
| 2014-10-01 | 0.24370 |
| 2014-11-01 | 0.57896 |
| 2014-12-01 | 0.60815 |
| 2015-01-01 | 0.60875 |
| 2015-02-01 | 0.24373 |
| 2015-03-01 | 0.29058 |
| 2015-04-01 | 0.47560 |
| 2015-05-01 | 0.64113 |
| 2015-06-01 | 0.52478 |
| 2015-07-01 | 1.64275 |
| 2015-08-01 | 0.77152 |
| 2015-09-01 | 0.43991 |
| 2015-10-01 | 0.46146 |
| 2015-11-01 | 0.42187 |
| 2015-12-01 | 0.37245 |
| 2016-01-01 | 0.59136 |
| 2016-02-01 | 0.30580 |
| 2016-03-01 | 0.34453 |
| 2016-04-01 | 0.36528 |
| 2016-05-01 | 0.19417 |
| 2016-06-01 | 0.38359 |
| 2016-07-01 | 0.44788 |
| 2016-08-01 | 0.61429 |
| 2016-09-01 | 0.16888 |
| 2016-10-01 | 0.39649 |
| 2016-11-01 | 0.22955 |
| 2016-12-01 | 0.19952 |
| 2017-01-01 | 0.41486 |
| 2017-02-01 | 0.99477 |
| 2017-03-01 | 0.76012 |
| 2017-04-01 | 0.82827 |
| 2017-05-01 | 0.09671 |
| 2017-06-01 | 0.33046 |
| 2017-07-01 | 0.44160 |
| 2017-08-01 | 0.70764 |
| 2017-09-01 | 0.25864 |
| 2017-10-01 | 0.17891 |
| 2017-11-01 | 0.24581 |
| 2017-12-01 | 0.27274 |
| 2018-01-01 | 0.48047 |
| 2018-02-01 | 0.61356 |
| 2018-03-01 | 0.54654 |
| 2018-04-01 | 0.31203 |
| 2018-05-01 | 0.63785 |
| 2018-06-01 | 0.11329 |
| 2018-07-01 | 0.23508 |
| 2018-08-01 | 0.45066 |
| 2018-09-01 | 0.30816 |
| 2018-10-01 | 0.47545 |
| 2018-11-01 | 0.30417 |
| 2018-12-01 | 0.90559 |
| 2019-01-01 | 0.73942 |
| 2019-02-01 | 0.25081 |
| 2019-03-01 | 0.14731 |
| 2019-04-01 | 0.62171 |
| 2019-05-01 | 0.25196 |
| 2019-06-01 | 0.83036 |
| 2019-07-01 | 0.17024 |
| 2019-08-01 | 1.17088 |
| 2019-09-01 | 0.43901 |
| 2019-10-01 | 0.74407 |
| 2019-11-01 | 0.60007 |
| 2019-12-01 | 0.78707 |
| 2020-01-01 | 0.52741 |
| 2020-02-01 | 0.16742 |
| 2020-03-01 | 1.80104 |
| 2020-04-01 | 2.28500 |
| 2020-05-01 | 1.04505 |
| 2020-06-01 | 0.37236 |
| 2020-07-01 | 0.77775 |
| 2020-08-01 | 0.48909 |
| 2020-09-01 | 0.46169 |
| 2020-10-01 | 0.68779 |
| 2020-11-01 | 0.30591 |
| 2020-12-01 | 0.67842 |
| 2021-01-01 | 0.51459 |
| 2021-02-01 | 0.16075 |
| 2021-03-01 | 0.32044 |
| 2021-04-01 | 0.48384 |
| 2021-05-01 | 1.07362 |
| 2021-06-01 | 0.85086 |
| 2021-07-01 | 0.24268 |
| 2021-08-01 | 0.68916 |
| 2021-09-01 | 0.16892 |
| 2021-10-01 | 0.00000 |
| 2021-11-01 | 0.42835 |
| 2021-12-01 | 0.44728 |
| 2022-01-01 | 0.00000 |
| 2022-02-01 | 0.31543 |
| 2022-03-01 | 0.00000 |
| 2022-04-01 | 0.63470 |
| 2022-05-01 | 0.75713 |
| 2022-06-01 | 1.06053 |
| 2022-07-01 | 0.47797 |
| 2022-08-01 | 0.21756 |
| 2022-09-01 | 0.00000 |
| 2022-10-01 | 0.86941 |
| 2022-11-01 | 0.54907 |
| 2022-12-01 | 0.00000 |
| 2023-01-01 | 1.05738 |
| 2023-02-01 | 0.71043 |
| 2023-03-01 | 1.84471 |
| 2023-04-01 | 0.63768 |
| 2023-05-01 | 0.50998 |
| 2023-06-01 | 0.19217 |
| 2023-07-01 | 0.69639 |
| 2023-08-01 | 0.28098 |
| 2023-09-01 | 0.75281 |
| 2023-10-01 | 0.34247 |
| 2023-11-01 | 0.00000 |
| 2023-12-01 | 0.55548 |
| 2024-01-01 | 0.53117 |
| 2024-02-01 | 0.57056 |
| 2024-03-01 | 0.53940 |
| 2024-04-01 | 0.16775 |
| 2024-05-01 | 0.31187 |
| 2024-06-01 | 0.00000 |
| 2024-07-01 | 0.66266 |
| 2024-08-01 | 0.00000 |
| 2024-09-01 | 0.22127 |
| 2024-10-01 | 0.56358 |
| 2024-11-01 | 0.41262 |
