Table Data - Equity Market Volatility Tracker: Macroeconomic News and Outlook: Labor Markets
| Title | Equity Market Volatility Tracker: Macroeconomic News and Outlook: Labor Markets |
|---|---|
| Series ID | EMVMACROLABORMKT |
| 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 | 2.09932 |
| 1985-02-01 | 2.42609 |
| 1985-03-01 | 1.81916 |
| 1985-04-01 | 1.99607 |
| 1985-05-01 | 1.91444 |
| 1985-06-01 | 2.17087 |
| 1985-07-01 | 1.96608 |
| 1985-08-01 | 1.92800 |
| 1985-09-01 | 2.40311 |
| 1985-10-01 | 2.06771 |
| 1985-11-01 | 2.22635 |
| 1985-12-01 | 2.11640 |
| 1986-01-01 | 2.23568 |
| 1986-02-01 | 2.10060 |
| 1986-03-01 | 2.46937 |
| 1986-04-01 | 2.21875 |
| 1986-05-01 | 1.94379 |
| 1986-06-01 | 2.43567 |
| 1986-07-01 | 2.18587 |
| 1986-08-01 | 2.30762 |
| 1986-09-01 | 3.99715 |
| 1986-10-01 | 1.98543 |
| 1986-11-01 | 2.81739 |
| 1986-12-01 | 2.44863 |
| 1987-01-01 | 3.62326 |
| 1987-02-01 | 2.53026 |
| 1987-03-01 | 2.37017 |
| 1987-04-01 | 3.03477 |
| 1987-05-01 | 3.36697 |
| 1987-06-01 | 2.86982 |
| 1987-07-01 | 1.99455 |
| 1987-08-01 | 3.49680 |
| 1987-09-01 | 2.49820 |
| 1987-10-01 | 6.97078 |
| 1987-11-01 | 8.72480 |
| 1987-12-01 | 8.45381 |
| 1988-01-01 | 6.14110 |
| 1988-02-01 | 4.52286 |
| 1988-03-01 | 3.78359 |
| 1988-04-01 | 4.35642 |
| 1988-05-01 | 6.23477 |
| 1988-06-01 | 3.04039 |
| 1988-07-01 | 3.72279 |
| 1988-08-01 | 4.31655 |
| 1988-09-01 | 2.66747 |
| 1988-10-01 | 4.66296 |
| 1988-11-01 | 3.14451 |
| 1988-12-01 | 3.43586 |
| 1989-01-01 | 3.60830 |
| 1989-02-01 | 3.76291 |
| 1989-03-01 | 2.04921 |
| 1989-04-01 | 3.31800 |
| 1989-05-01 | 2.60457 |
| 1989-06-01 | 3.24980 |
| 1989-07-01 | 3.38537 |
| 1989-08-01 | 3.05982 |
| 1989-09-01 | 2.54531 |
| 1989-10-01 | 3.60132 |
| 1989-11-01 | 3.71553 |
| 1989-12-01 | 4.17096 |
| 1990-01-01 | 3.18226 |
| 1990-02-01 | 3.61270 |
| 1990-03-01 | 2.36104 |
| 1990-04-01 | 2.98656 |
| 1990-05-01 | 2.73092 |
| 1990-06-01 | 2.15678 |
| 1990-07-01 | 3.10003 |
| 1990-08-01 | 2.99946 |
| 1990-09-01 | 3.53211 |
| 1990-10-01 | 3.34134 |
| 1990-11-01 | 2.83035 |
| 1990-12-01 | 3.60892 |
| 1991-01-01 | 3.02139 |
| 1991-02-01 | 3.83275 |
| 1991-03-01 | 2.75972 |
| 1991-04-01 | 2.46482 |
| 1991-05-01 | 2.50645 |
| 1991-06-01 | 3.01757 |
| 1991-07-01 | 2.39944 |
| 1991-08-01 | 2.78317 |
| 1991-09-01 | 3.63762 |
| 1991-10-01 | 2.98781 |
| 1991-11-01 | 4.18928 |
| 1991-12-01 | 3.76982 |
| 1992-01-01 | 4.35864 |
| 1992-02-01 | 4.46408 |
| 1992-03-01 | 4.29393 |
| 1992-04-01 | 4.21567 |
| 1992-05-01 | 3.13838 |
| 1992-06-01 | 3.71088 |
| 1992-07-01 | 4.90647 |
| 1992-08-01 | 2.98629 |
| 1992-09-01 | 4.21804 |
| 1992-10-01 | 5.07104 |
| 1992-11-01 | 3.17907 |
| 1992-12-01 | 2.86605 |
| 1993-01-01 | 2.65276 |
| 1993-02-01 | 2.80202 |
| 1993-03-01 | 3.90447 |
| 1993-04-01 | 2.39956 |
| 1993-05-01 | 2.75539 |
| 1993-06-01 | 3.62082 |
| 1993-07-01 | 3.09172 |
| 1993-08-01 | 3.86665 |
| 1993-09-01 | 3.28656 |
| 1993-10-01 | 3.14153 |
| 1993-11-01 | 2.84140 |
| 1993-12-01 | 2.22876 |
| 1994-01-01 | 3.51532 |
| 1994-02-01 | 2.51753 |
| 1994-03-01 | 3.85306 |
| 1994-04-01 | 5.28140 |
| 1994-05-01 | 4.20219 |
| 1994-06-01 | 3.00635 |
| 1994-07-01 | 3.37080 |
| 1994-08-01 | 3.62394 |
| 1994-09-01 | 3.48975 |
| 1994-10-01 | 4.90538 |
| 1994-11-01 | 2.87678 |
| 1994-12-01 | 4.06473 |
| 1995-01-01 | 4.95243 |
| 1995-02-01 | 4.96224 |
| 1995-03-01 | 3.00206 |
| 1995-04-01 | 2.00174 |
| 1995-05-01 | 2.65240 |
| 1995-06-01 | 3.23542 |
| 1995-07-01 | 3.40847 |
| 1995-08-01 | 2.69594 |
| 1995-09-01 | 2.58544 |
| 1995-10-01 | 3.23427 |
| 1995-11-01 | 2.59102 |
| 1995-12-01 | 4.24270 |
| 1996-01-01 | 4.04119 |
| 1996-02-01 | 3.13839 |
| 1996-03-01 | 8.43073 |
| 1996-04-01 | 4.56417 |
| 1996-05-01 | 3.78582 |
| 1996-06-01 | 5.62851 |
| 1996-07-01 | 8.05924 |
| 1996-08-01 | 3.56759 |
| 1996-09-01 | 3.99127 |
| 1996-10-01 | 3.60709 |
| 1996-11-01 | 3.24392 |
| 1996-12-01 | 5.10643 |
| 1997-01-01 | 6.79732 |
| 1997-02-01 | 4.60960 |
| 1997-03-01 | 6.68678 |
| 1997-04-01 | 7.32512 |
| 1997-05-01 | 4.19281 |
| 1997-06-01 | 6.36204 |
| 1997-07-01 | 4.95713 |
| 1997-08-01 | 5.51308 |
| 1997-09-01 | 4.66080 |
| 1997-10-01 | 8.42641 |
| 1997-11-01 | 7.42955 |
| 1997-12-01 | 7.16631 |
| 1998-01-01 | 8.37268 |
| 1998-02-01 | 4.60135 |
| 1998-03-01 | 4.55268 |
| 1998-04-01 | 6.21384 |
| 1998-05-01 | 6.91167 |
| 1998-06-01 | 6.66226 |
| 1998-07-01 | 6.92251 |
| 1998-08-01 | 8.48723 |
| 1998-09-01 | 10.41777 |
| 1998-10-01 | 8.74680 |
| 1998-11-01 | 8.77137 |
| 1998-12-01 | 5.99342 |
| 1999-01-01 | 8.47630 |
| 1999-02-01 | 5.06344 |
| 1999-03-01 | 6.91396 |
| 1999-04-01 | 4.91257 |
| 1999-05-01 | 4.91907 |
| 1999-06-01 | 6.15045 |
| 1999-07-01 | 6.48550 |
| 1999-08-01 | 8.29547 |
| 1999-09-01 | 5.60491 |
| 1999-10-01 | 8.44156 |
| 1999-11-01 | 5.17859 |
| 1999-12-01 | 4.81152 |
| 2000-01-01 | 4.97625 |
| 2000-02-01 | 3.80698 |
| 2000-03-01 | 4.57679 |
| 2000-04-01 | 6.96331 |
| 2000-05-01 | 11.37894 |
| 2000-06-01 | 6.82981 |
| 2000-07-01 | 3.25907 |
| 2000-08-01 | 4.15245 |
| 2000-09-01 | 2.14391 |
| 2000-10-01 | 4.59506 |
| 2000-11-01 | 5.99546 |
| 2000-12-01 | 7.84609 |
| 2001-01-01 | 6.23578 |
| 2001-02-01 | 4.08883 |
| 2001-03-01 | 7.31693 |
| 2001-04-01 | 6.43460 |
| 2001-05-01 | 6.06577 |
| 2001-06-01 | 4.17077 |
| 2001-07-01 | 5.56563 |
| 2001-08-01 | 5.06196 |
| 2001-09-01 | 9.26398 |
| 2001-10-01 | 6.63964 |
| 2001-11-01 | 5.49973 |
| 2001-12-01 | 5.88172 |
| 2002-01-01 | 5.32783 |
| 2002-02-01 | 3.43322 |
| 2002-03-01 | 4.63864 |
| 2002-04-01 | 4.00600 |
| 2002-05-01 | 3.81553 |
| 2002-06-01 | 4.51437 |
| 2002-07-01 | 8.33585 |
| 2002-08-01 | 8.93454 |
| 2002-09-01 | 8.74159 |
| 2002-10-01 | 7.83915 |
| 2002-11-01 | 6.08281 |
| 2002-12-01 | 7.09777 |
| 2003-01-01 | 7.09343 |
| 2003-02-01 | 3.69730 |
| 2003-03-01 | 7.62938 |
| 2003-04-01 | 6.71216 |
| 2003-05-01 | 5.12299 |
| 2003-06-01 | 5.51721 |
| 2003-07-01 | 5.03168 |
| 2003-08-01 | 3.99512 |
| 2003-09-01 | 3.95188 |
| 2003-10-01 | 3.32966 |
| 2003-11-01 | 2.73222 |
| 2003-12-01 | 3.18069 |
| 2004-01-01 | 4.49340 |
| 2004-02-01 | 2.59808 |
| 2004-03-01 | 4.25656 |
| 2004-04-01 | 4.58663 |
| 2004-05-01 | 3.60636 |
| 2004-06-01 | 3.75982 |
| 2004-07-01 | 3.60901 |
| 2004-08-01 | 4.23102 |
| 2004-09-01 | 3.26874 |
| 2004-10-01 | 4.04132 |
| 2004-11-01 | 3.24658 |
| 2004-12-01 | 4.69001 |
| 2005-01-01 | 4.91185 |
| 2005-02-01 | 3.42853 |
| 2005-03-01 | 3.31789 |
| 2005-04-01 | 4.29457 |
| 2005-05-01 | 3.84026 |
| 2005-06-01 | 3.03120 |
| 2005-07-01 | 2.27044 |
| 2005-08-01 | 3.93903 |
| 2005-09-01 | 3.20975 |
| 2005-10-01 | 3.22378 |
| 2005-11-01 | 2.38191 |
| 2005-12-01 | 3.13379 |
| 2006-01-01 | 3.46546 |
| 2006-02-01 | 2.02286 |
| 2006-03-01 | 2.65193 |
| 2006-04-01 | 2.57982 |
| 2006-05-01 | 3.79674 |
| 2006-06-01 | 2.39285 |
| 2006-07-01 | 3.16924 |
| 2006-08-01 | 3.12705 |
| 2006-09-01 | 2.51368 |
| 2006-10-01 | 2.63920 |
| 2006-11-01 | 2.49565 |
| 2006-12-01 | 3.38588 |
| 2007-01-01 | 3.15747 |
| 2007-02-01 | 2.54036 |
| 2007-03-01 | 5.19438 |
| 2007-04-01 | 5.22798 |
| 2007-05-01 | 3.64557 |
| 2007-06-01 | 3.07546 |
| 2007-07-01 | 5.37302 |
| 2007-08-01 | 6.56131 |
| 2007-09-01 | 5.10480 |
| 2007-10-01 | 4.24690 |
| 2007-11-01 | 4.17528 |
| 2007-12-01 | 4.73159 |
| 2008-01-01 | 9.38460 |
| 2008-02-01 | 4.37468 |
| 2008-03-01 | 4.50611 |
| 2008-04-01 | 4.07315 |
| 2008-05-01 | 3.74780 |
| 2008-06-01 | 3.36643 |
| 2008-07-01 | 4.33918 |
| 2008-08-01 | 3.75285 |
| 2008-09-01 | 8.40420 |
| 2008-10-01 | 13.30772 |
| 2008-11-01 | 9.13750 |
| 2008-12-01 | 8.55229 |
| 2009-01-01 | 7.68658 |
| 2009-02-01 | 7.95647 |
| 2009-03-01 | 7.06334 |
| 2009-04-01 | 5.41459 |
| 2009-05-01 | 6.45093 |
| 2009-06-01 | 4.28188 |
| 2009-07-01 | 4.87240 |
| 2009-08-01 | 5.42116 |
| 2009-09-01 | 4.40553 |
| 2009-10-01 | 4.84468 |
| 2009-11-01 | 5.91865 |
| 2009-12-01 | 4.29570 |
| 2010-01-01 | 6.34243 |
| 2010-02-01 | 4.49337 |
| 2010-03-01 | 4.39935 |
| 2010-04-01 | 5.12552 |
| 2010-05-01 | 5.45281 |
| 2010-06-01 | 5.22708 |
| 2010-07-01 | 7.07263 |
| 2010-08-01 | 5.47502 |
| 2010-09-01 | 4.72852 |
| 2010-10-01 | 4.11879 |
| 2010-11-01 | 4.03777 |
| 2010-12-01 | 4.28062 |
| 2011-01-01 | 4.92470 |
| 2011-02-01 | 3.65542 |
| 2011-03-01 | 4.46398 |
| 2011-04-01 | 4.04529 |
| 2011-05-01 | 3.86217 |
| 2011-06-01 | 4.68106 |
| 2011-07-01 | 6.30230 |
| 2011-08-01 | 19.15046 |
| 2011-09-01 | 8.62796 |
| 2011-10-01 | 7.21224 |
| 2011-11-01 | 6.29867 |
| 2011-12-01 | 5.06667 |
| 2012-01-01 | 6.16464 |
| 2012-02-01 | 5.62323 |
| 2012-03-01 | 4.59067 |
| 2012-04-01 | 4.23597 |
| 2012-05-01 | 5.08049 |
| 2012-06-01 | 6.29706 |
| 2012-07-01 | 5.66036 |
| 2012-08-01 | 4.63233 |
| 2012-09-01 | 4.94332 |
| 2012-10-01 | 4.19622 |
| 2012-11-01 | 3.37353 |
| 2012-12-01 | 5.25203 |
| 2013-01-01 | 5.32577 |
| 2013-02-01 | 6.95765 |
| 2013-03-01 | 6.48215 |
| 2013-04-01 | 4.13749 |
| 2013-05-01 | 4.87051 |
| 2013-06-01 | 5.22261 |
| 2013-07-01 | 3.87889 |
| 2013-08-01 | 3.66058 |
| 2013-09-01 | 4.74406 |
| 2013-10-01 | 4.79403 |
| 2013-11-01 | 3.43606 |
| 2013-12-01 | 4.32684 |
| 2014-01-01 | 4.85732 |
| 2014-02-01 | 3.09095 |
| 2014-03-01 | 3.99025 |
| 2014-04-01 | 4.65256 |
| 2014-05-01 | 3.91799 |
| 2014-06-01 | 2.50964 |
| 2014-07-01 | 3.15651 |
| 2014-08-01 | 4.00378 |
| 2014-09-01 | 2.12538 |
| 2014-10-01 | 6.51904 |
| 2014-11-01 | 3.15210 |
| 2014-12-01 | 4.19621 |
| 2015-01-01 | 6.56094 |
| 2015-02-01 | 3.35124 |
| 2015-03-01 | 3.89375 |
| 2015-04-01 | 3.53306 |
| 2015-05-01 | 3.32223 |
| 2015-06-01 | 4.08160 |
| 2015-07-01 | 5.42823 |
| 2015-08-01 | 8.40961 |
| 2015-09-01 | 8.13827 |
| 2015-10-01 | 4.74641 |
| 2015-11-01 | 4.00778 |
| 2015-12-01 | 5.21427 |
| 2016-01-01 | 7.34982 |
| 2016-02-01 | 6.82951 |
| 2016-03-01 | 3.87595 |
| 2016-04-01 | 2.84920 |
| 2016-05-01 | 2.03873 |
| 2016-06-01 | 4.89073 |
| 2016-07-01 | 3.40389 |
| 2016-08-01 | 2.66190 |
| 2016-09-01 | 3.71533 |
| 2016-10-01 | 2.67631 |
| 2016-11-01 | 3.32852 |
| 2016-12-01 | 4.38937 |
| 2017-01-01 | 3.94121 |
| 2017-02-01 | 3.42644 |
| 2017-03-01 | 3.13549 |
| 2017-04-01 | 2.48480 |
| 2017-05-01 | 2.12763 |
| 2017-06-01 | 3.08430 |
| 2017-07-01 | 2.42878 |
| 2017-08-01 | 3.89203 |
| 2017-09-01 | 2.24152 |
| 2017-10-01 | 3.48877 |
| 2017-11-01 | 3.31845 |
| 2017-12-01 | 5.72745 |
| 2018-01-01 | 5.52545 |
| 2018-02-01 | 10.30782 |
| 2018-03-01 | 3.82581 |
| 2018-04-01 | 4.68047 |
| 2018-05-01 | 3.57199 |
| 2018-06-01 | 3.96516 |
| 2018-07-01 | 1.88063 |
| 2018-08-01 | 2.36597 |
| 2018-09-01 | 5.85501 |
| 2018-10-01 | 6.89407 |
| 2018-11-01 | 7.14807 |
| 2018-12-01 | 11.92356 |
| 2019-01-01 | 11.68289 |
| 2019-02-01 | 3.51132 |
| 2019-03-01 | 4.86129 |
| 2019-04-01 | 5.28456 |
| 2019-05-01 | 5.03913 |
| 2019-06-01 | 6.78124 |
| 2019-07-01 | 6.29874 |
| 2019-08-01 | 9.36705 |
| 2019-09-01 | 4.09742 |
| 2019-10-01 | 4.25185 |
| 2019-11-01 | 4.80059 |
| 2019-12-01 | 6.13913 |
| 2020-01-01 | 3.69187 |
| 2020-02-01 | 4.35296 |
| 2020-03-01 | 24.55960 |
| 2020-04-01 | 17.92845 |
| 2020-05-01 | 14.83972 |
| 2020-06-01 | 15.08039 |
| 2020-07-01 | 11.66629 |
| 2020-08-01 | 12.22729 |
| 2020-09-01 | 6.77147 |
| 2020-10-01 | 8.76936 |
| 2020-11-01 | 5.04755 |
| 2020-12-01 | 7.46261 |
| 2021-01-01 | 8.57649 |
| 2021-02-01 | 5.62635 |
| 2021-03-01 | 7.85074 |
| 2021-04-01 | 6.28993 |
| 2021-05-01 | 6.44172 |
| 2021-06-01 | 6.29635 |
| 2021-07-01 | 4.61090 |
| 2021-08-01 | 5.51329 |
| 2021-09-01 | 10.30425 |
| 2021-10-01 | 5.16301 |
| 2021-11-01 | 4.42624 |
| 2021-12-01 | 6.11288 |
| 2022-01-01 | 7.55935 |
| 2022-02-01 | 6.15079 |
| 2022-03-01 | 6.83446 |
| 2022-04-01 | 6.02964 |
| 2022-05-01 | 10.59982 |
| 2022-06-01 | 5.17010 |
| 2022-07-01 | 8.60337 |
| 2022-08-01 | 5.22136 |
| 2022-09-01 | 5.13176 |
| 2022-10-01 | 6.08590 |
| 2022-11-01 | 4.66708 |
| 2022-12-01 | 6.85460 |
| 2023-01-01 | 6.79745 |
| 2023-02-01 | 6.21627 |
| 2023-03-01 | 8.21736 |
| 2023-04-01 | 5.42025 |
| 2023-05-01 | 6.11973 |
| 2023-06-01 | 4.03549 |
| 2023-07-01 | 5.04880 |
| 2023-08-01 | 3.51224 |
| 2023-09-01 | 4.14044 |
| 2023-10-01 | 4.62331 |
| 2023-11-01 | 2.87020 |
| 2023-12-01 | 6.29541 |
| 2024-01-01 | 5.84282 |
| 2024-02-01 | 5.32522 |
| 2024-03-01 | 5.21424 |
| 2024-04-01 | 4.69712 |
| 2024-05-01 | 3.89843 |
| 2024-06-01 | 4.47822 |
| 2024-07-01 | 4.19684 |
| 2024-08-01 | 8.35385 |
| 2024-09-01 | 7.52471 |
| 2024-10-01 | 6.24526 |
