Table Data - Equity Market Volatility Tracker: Macroeconomic News and Outlook: Interest Rates
| Title | Equity Market Volatility Tracker: Macroeconomic News and Outlook: Interest Rates |
|---|---|
| Series ID | EMVMACROINTEREST |
| 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 | 4.03715 |
| 1985-02-01 | 2.91130 |
| 1985-03-01 | 3.63832 |
| 1985-04-01 | 3.92084 |
| 1985-05-01 | 3.96092 |
| 1985-06-01 | 3.09185 |
| 1985-07-01 | 4.17792 |
| 1985-08-01 | 4.10748 |
| 1985-09-01 | 2.76721 |
| 1985-10-01 | 3.32087 |
| 1985-11-01 | 4.95543 |
| 1985-12-01 | 3.27080 |
| 1986-01-01 | 4.27410 |
| 1986-02-01 | 4.12041 |
| 1986-03-01 | 6.67397 |
| 1986-04-01 | 4.11121 |
| 1986-05-01 | 4.99832 |
| 1986-06-01 | 4.81044 |
| 1986-07-01 | 5.53753 |
| 1986-08-01 | 4.54736 |
| 1986-09-01 | 7.78754 |
| 1986-10-01 | 4.09895 |
| 1986-11-01 | 3.44347 |
| 1986-12-01 | 2.79844 |
| 1987-01-01 | 5.52398 |
| 1987-02-01 | 3.64828 |
| 1987-03-01 | 4.16097 |
| 1987-04-01 | 5.09613 |
| 1987-05-01 | 6.32757 |
| 1987-06-01 | 4.19435 |
| 1987-07-01 | 3.01879 |
| 1987-08-01 | 3.44461 |
| 1987-09-01 | 3.82078 |
| 1987-10-01 | 23.32740 |
| 1987-11-01 | 19.70117 |
| 1987-12-01 | 12.21712 |
| 1988-01-01 | 11.45973 |
| 1988-02-01 | 7.77712 |
| 1988-03-01 | 4.89345 |
| 1988-04-01 | 8.16139 |
| 1988-05-01 | 7.94520 |
| 1988-06-01 | 5.27000 |
| 1988-07-01 | 5.46410 |
| 1988-08-01 | 7.06835 |
| 1988-09-01 | 3.97604 |
| 1988-10-01 | 6.06185 |
| 1988-11-01 | 5.88328 |
| 1988-12-01 | 5.02930 |
| 1989-01-01 | 8.25535 |
| 1989-02-01 | 5.35929 |
| 1989-03-01 | 3.55197 |
| 1989-04-01 | 4.74658 |
| 1989-05-01 | 5.20915 |
| 1989-06-01 | 4.74971 |
| 1989-07-01 | 5.62493 |
| 1989-08-01 | 4.80074 |
| 1989-09-01 | 3.37744 |
| 1989-10-01 | 8.52945 |
| 1989-11-01 | 5.17162 |
| 1989-12-01 | 5.22626 |
| 1990-01-01 | 6.55739 |
| 1990-02-01 | 8.52835 |
| 1990-03-01 | 5.21211 |
| 1990-04-01 | 4.57940 |
| 1990-05-01 | 4.49551 |
| 1990-06-01 | 4.11748 |
| 1990-07-01 | 6.25642 |
| 1990-08-01 | 6.95113 |
| 1990-09-01 | 5.55045 |
| 1990-10-01 | 6.68267 |
| 1990-11-01 | 4.33987 |
| 1990-12-01 | 5.38644 |
| 1991-01-01 | 7.18882 |
| 1991-02-01 | 7.21076 |
| 1991-03-01 | 5.03242 |
| 1991-04-01 | 5.53215 |
| 1991-05-01 | 4.28185 |
| 1991-06-01 | 3.78567 |
| 1991-07-01 | 4.45610 |
| 1991-08-01 | 5.19876 |
| 1991-09-01 | 4.00666 |
| 1991-10-01 | 4.17263 |
| 1991-11-01 | 8.54178 |
| 1991-12-01 | 5.29812 |
| 1992-01-01 | 9.32418 |
| 1992-02-01 | 6.21581 |
| 1992-03-01 | 5.82747 |
| 1992-04-01 | 5.76319 |
| 1992-05-01 | 4.62779 |
| 1992-06-01 | 4.85689 |
| 1992-07-01 | 5.94724 |
| 1992-08-01 | 4.12810 |
| 1992-09-01 | 7.17067 |
| 1992-10-01 | 8.02504 |
| 1992-11-01 | 5.20211 |
| 1992-12-01 | 3.25466 |
| 1993-01-01 | 5.36197 |
| 1993-02-01 | 5.60404 |
| 1993-03-01 | 5.22430 |
| 1993-04-01 | 5.39902 |
| 1993-05-01 | 5.68300 |
| 1993-06-01 | 5.65753 |
| 1993-07-01 | 6.06894 |
| 1993-08-01 | 7.05095 |
| 1993-09-01 | 6.40014 |
| 1993-10-01 | 5.71655 |
| 1993-11-01 | 6.37974 |
| 1993-12-01 | 4.51059 |
| 1994-01-01 | 6.66877 |
| 1994-02-01 | 6.96337 |
| 1994-03-01 | 9.70971 |
| 1994-04-01 | 15.04050 |
| 1994-05-01 | 8.35376 |
| 1994-06-01 | 6.16056 |
| 1994-07-01 | 8.16990 |
| 1994-08-01 | 7.19684 |
| 1994-09-01 | 6.24777 |
| 1994-10-01 | 6.60725 |
| 1994-11-01 | 7.32271 |
| 1994-12-01 | 10.46669 |
| 1995-01-01 | 10.88445 |
| 1995-02-01 | 10.80386 |
| 1995-03-01 | 7.47786 |
| 1995-04-01 | 6.16754 |
| 1995-05-01 | 4.92588 |
| 1995-06-01 | 6.52862 |
| 1995-07-01 | 6.99953 |
| 1995-08-01 | 4.41675 |
| 1995-09-01 | 4.41679 |
| 1995-10-01 | 6.03000 |
| 1995-11-01 | 5.59424 |
| 1995-12-01 | 7.87931 |
| 1996-01-01 | 8.41362 |
| 1996-02-01 | 5.83740 |
| 1996-03-01 | 8.14002 |
| 1996-04-01 | 5.61744 |
| 1996-05-01 | 6.90356 |
| 1996-06-01 | 6.82606 |
| 1996-07-01 | 10.30834 |
| 1996-08-01 | 6.00857 |
| 1996-09-01 | 5.82060 |
| 1996-10-01 | 5.71584 |
| 1996-11-01 | 5.64683 |
| 1996-12-01 | 6.94712 |
| 1997-01-01 | 7.23586 |
| 1997-02-01 | 6.09125 |
| 1997-03-01 | 8.84550 |
| 1997-04-01 | 9.43387 |
| 1997-05-01 | 6.07957 |
| 1997-06-01 | 4.94241 |
| 1997-07-01 | 7.03221 |
| 1997-08-01 | 7.45578 |
| 1997-09-01 | 4.75996 |
| 1997-10-01 | 11.83711 |
| 1997-11-01 | 9.71556 |
| 1997-12-01 | 7.01052 |
| 1998-01-01 | 10.61250 |
| 1998-02-01 | 5.80397 |
| 1998-03-01 | 3.78639 |
| 1998-04-01 | 5.08850 |
| 1998-05-01 | 6.66125 |
| 1998-06-01 | 5.62128 |
| 1998-07-01 | 7.39449 |
| 1998-08-01 | 11.06077 |
| 1998-09-01 | 18.84621 |
| 1998-10-01 | 16.20731 |
| 1998-11-01 | 11.82720 |
| 1998-12-01 | 6.41036 |
| 1999-01-01 | 9.49346 |
| 1999-02-01 | 5.92530 |
| 1999-03-01 | 6.40558 |
| 1999-04-01 | 4.38278 |
| 1999-05-01 | 5.54601 |
| 1999-06-01 | 7.55056 |
| 1999-07-01 | 7.26154 |
| 1999-08-01 | 10.48785 |
| 1999-09-01 | 7.27561 |
| 1999-10-01 | 9.38534 |
| 1999-11-01 | 6.18260 |
| 1999-12-01 | 4.44140 |
| 2000-01-01 | 8.84016 |
| 2000-02-01 | 8.25822 |
| 2000-03-01 | 9.21009 |
| 2000-04-01 | 11.54444 |
| 2000-05-01 | 14.06643 |
| 2000-06-01 | 7.92028 |
| 2000-07-01 | 6.40766 |
| 2000-08-01 | 5.58984 |
| 2000-09-01 | 3.80543 |
| 2000-10-01 | 6.65492 |
| 2000-11-01 | 7.78849 |
| 2000-12-01 | 13.85720 |
| 2001-01-01 | 11.36789 |
| 2001-02-01 | 6.27327 |
| 2001-03-01 | 9.35522 |
| 2001-04-01 | 7.54219 |
| 2001-05-01 | 6.22825 |
| 2001-06-01 | 4.49577 |
| 2001-07-01 | 5.45320 |
| 2001-08-01 | 4.72820 |
| 2001-09-01 | 11.40182 |
| 2001-10-01 | 8.59551 |
| 2001-11-01 | 6.65757 |
| 2001-12-01 | 5.88172 |
| 2002-01-01 | 6.74858 |
| 2002-02-01 | 2.96769 |
| 2002-03-01 | 4.11745 |
| 2002-04-01 | 4.57829 |
| 2002-05-01 | 3.92301 |
| 2002-06-01 | 5.04202 |
| 2002-07-01 | 9.84549 |
| 2002-08-01 | 10.64261 |
| 2002-09-01 | 10.42747 |
| 2002-10-01 | 7.67807 |
| 2002-11-01 | 6.87869 |
| 2002-12-01 | 6.03590 |
| 2003-01-01 | 8.08322 |
| 2003-02-01 | 4.30341 |
| 2003-03-01 | 7.46820 |
| 2003-04-01 | 5.15494 |
| 2003-05-01 | 6.72393 |
| 2003-06-01 | 7.79836 |
| 2003-07-01 | 5.98211 |
| 2003-08-01 | 6.20863 |
| 2003-09-01 | 4.59273 |
| 2003-10-01 | 3.64463 |
| 2003-11-01 | 2.54048 |
| 2003-12-01 | 4.08189 |
| 2004-01-01 | 6.76652 |
| 2004-02-01 | 3.94908 |
| 2004-03-01 | 4.54678 |
| 2004-04-01 | 6.49343 |
| 2004-05-01 | 7.57858 |
| 2004-06-01 | 6.26636 |
| 2004-07-01 | 6.38516 |
| 2004-08-01 | 4.79860 |
| 2004-09-01 | 4.64773 |
| 2004-10-01 | 3.84175 |
| 2004-11-01 | 4.81751 |
| 2004-12-01 | 4.43232 |
| 2005-01-01 | 5.95692 |
| 2005-02-01 | 3.37323 |
| 2005-03-01 | 4.32768 |
| 2005-04-01 | 6.23735 |
| 2005-05-01 | 6.40043 |
| 2005-06-01 | 5.95787 |
| 2005-07-01 | 4.54088 |
| 2005-08-01 | 5.93708 |
| 2005-09-01 | 4.69487 |
| 2005-10-01 | 6.03891 |
| 2005-11-01 | 4.97093 |
| 2005-12-01 | 4.92453 |
| 2006-01-01 | 6.13556 |
| 2006-02-01 | 3.89400 |
| 2006-03-01 | 4.32683 |
| 2006-04-01 | 5.45170 |
| 2006-05-01 | 7.69895 |
| 2006-06-01 | 9.57139 |
| 2006-07-01 | 8.47051 |
| 2006-08-01 | 6.25410 |
| 2006-09-01 | 4.18946 |
| 2006-10-01 | 4.60661 |
| 2006-11-01 | 2.93348 |
| 2006-12-01 | 5.36098 |
| 2007-01-01 | 5.32260 |
| 2007-02-01 | 5.02991 |
| 2007-03-01 | 7.99843 |
| 2007-04-01 | 5.45332 |
| 2007-05-01 | 4.37469 |
| 2007-06-01 | 6.89649 |
| 2007-07-01 | 7.12958 |
| 2007-08-01 | 13.64336 |
| 2007-09-01 | 10.05947 |
| 2007-10-01 | 6.15068 |
| 2007-11-01 | 5.85499 |
| 2007-12-01 | 8.58887 |
| 2008-01-01 | 11.46414 |
| 2008-02-01 | 6.12456 |
| 2008-03-01 | 8.53790 |
| 2008-04-01 | 3.13679 |
| 2008-05-01 | 3.55803 |
| 2008-06-01 | 4.34093 |
| 2008-07-01 | 4.33918 |
| 2008-08-01 | 3.02058 |
| 2008-09-01 | 9.02674 |
| 2008-10-01 | 12.75832 |
| 2008-11-01 | 6.01151 |
| 2008-12-01 | 4.87005 |
| 2009-01-01 | 5.24356 |
| 2009-02-01 | 4.74822 |
| 2009-03-01 | 4.24998 |
| 2009-04-01 | 3.53606 |
| 2009-05-01 | 3.61015 |
| 2009-06-01 | 4.73602 |
| 2009-07-01 | 2.68256 |
| 2009-08-01 | 3.39507 |
| 2009-09-01 | 3.19925 |
| 2009-10-01 | 3.99287 |
| 2009-11-01 | 4.99925 |
| 2009-12-01 | 3.99247 |
| 2010-01-01 | 5.22664 |
| 2010-02-01 | 3.93863 |
| 2010-03-01 | 4.29205 |
| 2010-04-01 | 5.06857 |
| 2010-05-01 | 4.02076 |
| 2010-06-01 | 3.74986 |
| 2010-07-01 | 4.05806 |
| 2010-08-01 | 3.34880 |
| 2010-09-01 | 3.37751 |
| 2010-10-01 | 4.26767 |
| 2010-11-01 | 5.17517 |
| 2010-12-01 | 3.45742 |
| 2011-01-01 | 4.29480 |
| 2011-02-01 | 2.61881 |
| 2011-03-01 | 3.99409 |
| 2011-04-01 | 4.54403 |
| 2011-05-01 | 3.86217 |
| 2011-06-01 | 4.44404 |
| 2011-07-01 | 8.11253 |
| 2011-08-01 | 16.79465 |
| 2011-09-01 | 6.72473 |
| 2011-10-01 | 5.34908 |
| 2011-11-01 | 3.39159 |
| 2011-12-01 | 3.37778 |
| 2012-01-01 | 4.71414 |
| 2012-02-01 | 3.06074 |
| 2012-03-01 | 3.73374 |
| 2012-04-01 | 3.11815 |
| 2012-05-01 | 2.87449 |
| 2012-06-01 | 4.72280 |
| 2012-07-01 | 3.67556 |
| 2012-08-01 | 3.58233 |
| 2012-09-01 | 5.24846 |
| 2012-10-01 | 4.81167 |
| 2012-11-01 | 2.33971 |
| 2012-12-01 | 3.56934 |
| 2013-01-01 | 4.50642 |
| 2013-02-01 | 2.79092 |
| 2013-03-01 | 4.51123 |
| 2013-04-01 | 3.73383 |
| 2013-05-01 | 4.07533 |
| 2013-06-01 | 7.17498 |
| 2013-07-01 | 5.08450 |
| 2013-08-01 | 4.33082 |
| 2013-09-01 | 5.25847 |
| 2013-10-01 | 5.23999 |
| 2013-11-01 | 4.69155 |
| 2013-12-01 | 4.26991 |
| 2014-01-01 | 5.37162 |
| 2014-02-01 | 3.03765 |
| 2014-03-01 | 3.33514 |
| 2014-04-01 | 4.40769 |
| 2014-05-01 | 3.80104 |
| 2014-06-01 | 3.10977 |
| 2014-07-01 | 3.15651 |
| 2014-08-01 | 4.00378 |
| 2014-09-01 | 2.51689 |
| 2014-10-01 | 7.85940 |
| 2014-11-01 | 3.21643 |
| 2014-12-01 | 4.80436 |
| 2015-01-01 | 7.10205 |
| 2015-02-01 | 3.53403 |
| 2015-03-01 | 4.12621 |
| 2015-04-01 | 4.07661 |
| 2015-05-01 | 3.32223 |
| 2015-06-01 | 5.13115 |
| 2015-07-01 | 7.07098 |
| 2015-08-01 | 12.49869 |
| 2015-09-01 | 9.23804 |
| 2015-10-01 | 6.59224 |
| 2015-11-01 | 3.44528 |
| 2015-12-01 | 7.07651 |
| 2016-01-01 | 8.95495 |
| 2016-02-01 | 7.95077 |
| 2016-03-01 | 3.53142 |
| 2016-04-01 | 3.57977 |
| 2016-05-01 | 3.88330 |
| 2016-06-01 | 6.32917 |
| 2016-07-01 | 7.43482 |
| 2016-08-01 | 5.22142 |
| 2016-09-01 | 5.31968 |
| 2016-10-01 | 4.36139 |
| 2016-11-01 | 6.08316 |
| 2016-12-01 | 4.68864 |
| 2017-01-01 | 5.70438 |
| 2017-02-01 | 3.86856 |
| 2017-03-01 | 3.99062 |
| 2017-04-01 | 2.83978 |
| 2017-05-01 | 1.74079 |
| 2017-06-01 | 2.75384 |
| 2017-07-01 | 3.86396 |
| 2017-08-01 | 4.71762 |
| 2017-09-01 | 2.06910 |
| 2017-10-01 | 2.86258 |
| 2017-11-01 | 3.68717 |
| 2017-12-01 | 5.31835 |
| 2018-01-01 | 5.40533 |
| 2018-02-01 | 12.39393 |
| 2018-03-01 | 5.68406 |
| 2018-04-01 | 5.20052 |
| 2018-05-01 | 4.59256 |
| 2018-06-01 | 3.28542 |
| 2018-07-01 | 3.29111 |
| 2018-08-01 | 5.29527 |
| 2018-09-01 | 4.77645 |
| 2018-10-01 | 11.52974 |
| 2018-11-01 | 7.60433 |
| 2018-12-01 | 19.01732 |
| 2019-01-01 | 12.12655 |
| 2019-02-01 | 4.26375 |
| 2019-03-01 | 5.59785 |
| 2019-04-01 | 3.57485 |
| 2019-05-01 | 5.16511 |
| 2019-06-01 | 6.91964 |
| 2019-07-01 | 7.83086 |
| 2019-08-01 | 12.29426 |
| 2019-09-01 | 4.97543 |
| 2019-10-01 | 4.14555 |
| 2019-11-01 | 4.65057 |
| 2019-12-01 | 6.76879 |
| 2020-01-01 | 3.95557 |
| 2020-02-01 | 4.01812 |
| 2020-03-01 | 15.06322 |
| 2020-04-01 | 5.27307 |
| 2020-05-01 | 5.64328 |
| 2020-06-01 | 7.26093 |
| 2020-07-01 | 4.82207 |
| 2020-08-01 | 4.72788 |
| 2020-09-01 | 4.61691 |
| 2020-10-01 | 4.98650 |
| 2020-11-01 | 3.51799 |
| 2020-12-01 | 2.71368 |
| 2021-01-01 | 5.83202 |
| 2021-02-01 | 5.14409 |
| 2021-03-01 | 6.72921 |
| 2021-04-01 | 3.06432 |
| 2021-05-01 | 5.82822 |
| 2021-06-01 | 4.42446 |
| 2021-07-01 | 2.79081 |
| 2021-08-01 | 2.23977 |
| 2021-09-01 | 5.74335 |
| 2021-10-01 | 4.19494 |
| 2021-11-01 | 3.14120 |
| 2021-12-01 | 4.92012 |
| 2022-01-01 | 7.55935 |
| 2022-02-01 | 8.67419 |
| 2022-03-01 | 8.44257 |
| 2022-04-01 | 7.61639 |
| 2022-05-01 | 13.02263 |
| 2022-06-01 | 9.80994 |
| 2022-07-01 | 10.03727 |
| 2022-08-01 | 5.22136 |
| 2022-09-01 | 6.72016 |
| 2022-10-01 | 9.56356 |
| 2022-11-01 | 6.86336 |
| 2022-12-01 | 10.20219 |
| 2023-01-01 | 8.45905 |
| 2023-02-01 | 8.16996 |
| 2023-03-01 | 15.26082 |
| 2023-04-01 | 8.13038 |
| 2023-05-01 | 9.17960 |
| 2023-06-01 | 7.49448 |
| 2023-07-01 | 6.44157 |
| 2023-08-01 | 7.02447 |
| 2023-09-01 | 8.09267 |
| 2023-10-01 | 6.84935 |
| 2023-11-01 | 7.06510 |
| 2023-12-01 | 5.73993 |
| 2024-01-01 | 7.61337 |
| 2024-02-01 | 5.51541 |
| 2024-03-01 | 4.85463 |
| 2024-04-01 | 7.04567 |
| 2024-05-01 | 5.30186 |
| 2024-06-01 | 5.59777 |
| 2024-07-01 | 6.40571 |
| 2024-08-01 | 7.72337 |
| 2024-09-01 | 8.85260 |
| 2024-10-01 | 5.65977 |
