Table Data - Equity Market Volatility Tracker: Macroeconomic News And Outlook
| Title | Equity Market Volatility Tracker: Macroeconomic News And Outlook |
|---|---|
| Series ID | EMVMACRONEWS |
| 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 | 8.07430 |
| 1985-02-01 | 7.27826 |
| 1985-03-01 | 7.52470 |
| 1985-04-01 | 7.34267 |
| 1985-05-01 | 7.45973 |
| 1985-06-01 | 6.31526 |
| 1985-07-01 | 7.78240 |
| 1985-08-01 | 8.55026 |
| 1985-09-01 | 8.66575 |
| 1985-10-01 | 6.76705 |
| 1985-11-01 | 8.83359 |
| 1985-12-01 | 7.76014 |
| 1986-01-01 | 7.36461 |
| 1986-02-01 | 7.59449 |
| 1986-03-01 | 10.74509 |
| 1986-04-01 | 7.70036 |
| 1986-05-01 | 8.74707 |
| 1986-06-01 | 9.37732 |
| 1986-07-01 | 10.63788 |
| 1986-08-01 | 9.43408 |
| 1986-09-01 | 13.78326 |
| 1986-10-01 | 9.03050 |
| 1986-11-01 | 9.14085 |
| 1986-12-01 | 6.93779 |
| 1987-01-01 | 11.58254 |
| 1987-02-01 | 8.35575 |
| 1987-03-01 | 9.16467 |
| 1987-04-01 | 10.30677 |
| 1987-05-01 | 11.72633 |
| 1987-06-01 | 9.82361 |
| 1987-07-01 | 8.13994 |
| 1987-08-01 | 8.92466 |
| 1987-09-01 | 8.03343 |
| 1987-10-01 | 39.73891 |
| 1987-11-01 | 40.64070 |
| 1987-12-01 | 27.87030 |
| 1988-01-01 | 24.45474 |
| 1988-02-01 | 16.21612 |
| 1988-03-01 | 12.35974 |
| 1988-04-01 | 14.99931 |
| 1988-05-01 | 15.44900 |
| 1988-06-01 | 11.60414 |
| 1988-07-01 | 12.30924 |
| 1988-08-01 | 11.76259 |
| 1988-09-01 | 9.36131 |
| 1988-10-01 | 15.02509 |
| 1988-11-01 | 12.37517 |
| 1988-12-01 | 11.25368 |
| 1989-01-01 | 14.92524 |
| 1989-02-01 | 10.94664 |
| 1989-03-01 | 7.19502 |
| 1989-04-01 | 10.13832 |
| 1989-05-01 | 10.56856 |
| 1989-06-01 | 11.14932 |
| 1989-07-01 | 11.71861 |
| 1989-08-01 | 10.34007 |
| 1989-09-01 | 10.13231 |
| 1989-10-01 | 17.48538 |
| 1989-11-01 | 11.34744 |
| 1989-12-01 | 12.91490 |
| 1990-01-01 | 13.74159 |
| 1990-02-01 | 16.46445 |
| 1990-03-01 | 12.02795 |
| 1990-04-01 | 11.39872 |
| 1990-05-01 | 9.20108 |
| 1990-06-01 | 9.31335 |
| 1990-07-01 | 12.62557 |
| 1990-08-01 | 14.85446 |
| 1990-09-01 | 14.38071 |
| 1990-10-01 | 15.98701 |
| 1990-11-01 | 11.60444 |
| 1990-12-01 | 11.95790 |
| 1991-01-01 | 17.39903 |
| 1991-02-01 | 14.94121 |
| 1991-03-01 | 10.44363 |
| 1991-04-01 | 11.22862 |
| 1991-05-01 | 10.18245 |
| 1991-06-01 | 11.02783 |
| 1991-07-01 | 11.82581 |
| 1991-08-01 | 10.87014 |
| 1991-09-01 | 10.06936 |
| 1991-10-01 | 10.76641 |
| 1991-11-01 | 15.39697 |
| 1991-12-01 | 11.00380 |
| 1992-01-01 | 16.71732 |
| 1992-02-01 | 13.05320 |
| 1992-03-01 | 12.26836 |
| 1992-04-01 | 13.02054 |
| 1992-05-01 | 10.58540 |
| 1992-06-01 | 11.07807 |
| 1992-07-01 | 13.28217 |
| 1992-08-01 | 9.09061 |
| 1992-09-01 | 11.90425 |
| 1992-10-01 | 14.03151 |
| 1992-11-01 | 10.78956 |
| 1992-12-01 | 7.67518 |
| 1993-01-01 | 10.27241 |
| 1993-02-01 | 11.32731 |
| 1993-03-01 | 12.37333 |
| 1993-04-01 | 10.74350 |
| 1993-05-01 | 10.84936 |
| 1993-06-01 | 11.03219 |
| 1993-07-01 | 11.45082 |
| 1993-08-01 | 13.41955 |
| 1993-09-01 | 11.76242 |
| 1993-10-01 | 9.83659 |
| 1993-11-01 | 10.82948 |
| 1993-12-01 | 9.02118 |
| 1994-01-01 | 12.40701 |
| 1994-02-01 | 11.56991 |
| 1994-03-01 | 14.23063 |
| 1994-04-01 | 21.64224 |
| 1994-05-01 | 13.21413 |
| 1994-06-01 | 11.53256 |
| 1994-07-01 | 13.71172 |
| 1994-08-01 | 12.24994 |
| 1994-09-01 | 12.77698 |
| 1994-10-01 | 12.41362 |
| 1994-11-01 | 11.55942 |
| 1994-12-01 | 15.70003 |
| 1995-01-01 | 17.46955 |
| 1995-02-01 | 16.14298 |
| 1995-03-01 | 11.84450 |
| 1995-04-01 | 11.19895 |
| 1995-05-01 | 9.52697 |
| 1995-06-01 | 11.15064 |
| 1995-07-01 | 13.08609 |
| 1995-08-01 | 8.71877 |
| 1995-09-01 | 9.15677 |
| 1995-10-01 | 11.56664 |
| 1995-11-01 | 11.60069 |
| 1995-12-01 | 12.97055 |
| 1996-01-01 | 15.63476 |
| 1996-02-01 | 13.36953 |
| 1996-03-01 | 16.51261 |
| 1996-04-01 | 10.35715 |
| 1996-05-01 | 12.24825 |
| 1996-06-01 | 12.33482 |
| 1996-07-01 | 17.11809 |
| 1996-08-01 | 10.76535 |
| 1996-09-01 | 10.25534 |
| 1996-10-01 | 11.26521 |
| 1996-11-01 | 11.23358 |
| 1996-12-01 | 14.96302 |
| 1997-01-01 | 15.73251 |
| 1997-02-01 | 13.28003 |
| 1997-03-01 | 16.74327 |
| 1997-04-01 | 17.36942 |
| 1997-05-01 | 11.94950 |
| 1997-06-01 | 14.14370 |
| 1997-07-01 | 14.58319 |
| 1997-08-01 | 14.75404 |
| 1997-09-01 | 12.09824 |
| 1997-10-01 | 23.42342 |
| 1997-11-01 | 20.93782 |
| 1997-12-01 | 17.55227 |
| 1998-01-01 | 22.23825 |
| 1998-02-01 | 13.85633 |
| 1998-03-01 | 11.76486 |
| 1998-04-01 | 15.60799 |
| 1998-05-01 | 15.97698 |
| 1998-06-01 | 15.61467 |
| 1998-07-01 | 18.77467 |
| 1998-08-01 | 26.61156 |
| 1998-09-01 | 35.02255 |
| 1998-10-01 | 31.53994 |
| 1998-11-01 | 24.95596 |
| 1998-12-01 | 17.25063 |
| 1999-01-01 | 21.36027 |
| 1999-02-01 | 12.92794 |
| 1999-03-01 | 15.45473 |
| 1999-04-01 | 13.10019 |
| 1999-05-01 | 12.77993 |
| 1999-06-01 | 15.15111 |
| 1999-07-01 | 15.18827 |
| 1999-08-01 | 19.07959 |
| 1999-09-01 | 14.92846 |
| 1999-10-01 | 18.24636 |
| 1999-11-01 | 12.62941 |
| 1999-12-01 | 11.73800 |
| 2000-01-01 | 14.51894 |
| 2000-02-01 | 12.65089 |
| 2000-03-01 | 16.61206 |
| 2000-04-01 | 23.51645 |
| 2000-05-01 | 24.75920 |
| 2000-06-01 | 15.55360 |
| 2000-07-01 | 12.70484 |
| 2000-08-01 | 11.44587 |
| 2000-09-01 | 10.61234 |
| 2000-10-01 | 17.11264 |
| 2000-11-01 | 19.10702 |
| 2000-12-01 | 23.53826 |
| 2001-01-01 | 19.81103 |
| 2001-02-01 | 14.00284 |
| 2001-03-01 | 20.74873 |
| 2001-04-01 | 17.61603 |
| 2001-05-01 | 14.40621 |
| 2001-06-01 | 10.45402 |
| 2001-07-01 | 13.77353 |
| 2001-08-01 | 12.79396 |
| 2001-09-01 | 30.70718 |
| 2001-10-01 | 20.33069 |
| 2001-11-01 | 16.49920 |
| 2001-12-01 | 15.56576 |
| 2002-01-01 | 17.58184 |
| 2002-02-01 | 13.03458 |
| 2002-03-01 | 12.14386 |
| 2002-04-01 | 12.41860 |
| 2002-05-01 | 11.44660 |
| 2002-06-01 | 14.89156 |
| 2002-07-01 | 30.65231 |
| 2002-08-01 | 25.94958 |
| 2002-09-01 | 22.41594 |
| 2002-10-01 | 19.75896 |
| 2002-11-01 | 15.51969 |
| 2002-12-01 | 15.87219 |
| 2003-01-01 | 19.52069 |
| 2003-02-01 | 15.21346 |
| 2003-03-01 | 20.14802 |
| 2003-04-01 | 16.69986 |
| 2003-05-01 | 13.76804 |
| 2003-06-01 | 13.47472 |
| 2003-07-01 | 13.19418 |
| 2003-08-01 | 12.14732 |
| 2003-09-01 | 10.03992 |
| 2003-10-01 | 9.31405 |
| 2003-11-01 | 6.90244 |
| 2003-12-01 | 9.64809 |
| 2004-01-01 | 11.73569 |
| 2004-02-01 | 8.05405 |
| 2004-03-01 | 10.15770 |
| 2004-04-01 | 11.95616 |
| 2004-05-01 | 11.65534 |
| 2004-06-01 | 11.27945 |
| 2004-07-01 | 12.04853 |
| 2004-08-01 | 10.68075 |
| 2004-09-01 | 9.80621 |
| 2004-10-01 | 9.97857 |
| 2004-11-01 | 9.89684 |
| 2004-12-01 | 11.90542 |
| 2005-01-01 | 12.95891 |
| 2005-02-01 | 8.73722 |
| 2005-03-01 | 9.23238 |
| 2005-04-01 | 13.19046 |
| 2005-05-01 | 12.23762 |
| 2005-06-01 | 11.86348 |
| 2005-07-01 | 9.17637 |
| 2005-08-01 | 12.50212 |
| 2005-09-01 | 10.92275 |
| 2005-10-01 | 11.16971 |
| 2005-11-01 | 9.16516 |
| 2005-12-01 | 10.12887 |
| 2006-01-01 | 12.32793 |
| 2006-02-01 | 7.28229 |
| 2006-03-01 | 9.25850 |
| 2006-04-01 | 10.17326 |
| 2006-05-01 | 13.34133 |
| 2006-06-01 | 13.84433 |
| 2006-07-01 | 13.82940 |
| 2006-08-01 | 12.67572 |
| 2006-09-01 | 10.10400 |
| 2006-10-01 | 10.07695 |
| 2006-11-01 | 7.92478 |
| 2006-12-01 | 11.99167 |
| 2007-01-01 | 10.91584 |
| 2007-02-01 | 11.33000 |
| 2007-03-01 | 20.86947 |
| 2007-04-01 | 14.24173 |
| 2007-05-01 | 11.89368 |
| 2007-06-01 | 14.86474 |
| 2007-07-01 | 20.14882 |
| 2007-08-01 | 35.56646 |
| 2007-09-01 | 21.21997 |
| 2007-10-01 | 18.79374 |
| 2007-11-01 | 19.67660 |
| 2007-12-01 | 22.06362 |
| 2008-01-01 | 30.65990 |
| 2008-02-01 | 20.12355 |
| 2008-03-01 | 25.37653 |
| 2008-04-01 | 16.33940 |
| 2008-05-01 | 14.70654 |
| 2008-06-01 | 13.95298 |
| 2008-07-01 | 22.71027 |
| 2008-08-01 | 14.27912 |
| 2008-09-01 | 44.07538 |
| 2008-10-01 | 51.64371 |
| 2008-11-01 | 27.23214 |
| 2008-12-01 | 23.10306 |
| 2009-01-01 | 23.83435 |
| 2009-02-01 | 25.40938 |
| 2009-03-01 | 25.73930 |
| 2009-04-01 | 18.06705 |
| 2009-05-01 | 18.16913 |
| 2009-06-01 | 15.89487 |
| 2009-07-01 | 15.71211 |
| 2009-08-01 | 14.78498 |
| 2009-09-01 | 13.63616 |
| 2009-10-01 | 14.53403 |
| 2009-11-01 | 14.02089 |
| 2009-12-01 | 11.72473 |
| 2010-01-01 | 15.97354 |
| 2010-02-01 | 12.86991 |
| 2010-03-01 | 12.33965 |
| 2010-04-01 | 16.40168 |
| 2010-05-01 | 18.17605 |
| 2010-06-01 | 14.14719 |
| 2010-07-01 | 17.15981 |
| 2010-08-01 | 12.43839 |
| 2010-09-01 | 13.30220 |
| 2010-10-01 | 12.65412 |
| 2010-11-01 | 13.13696 |
| 2010-12-01 | 10.04298 |
| 2011-01-01 | 13.45704 |
| 2011-02-01 | 10.09332 |
| 2011-03-01 | 13.45067 |
| 2011-04-01 | 12.02505 |
| 2011-05-01 | 10.87348 |
| 2011-06-01 | 13.45064 |
| 2011-07-01 | 19.24212 |
| 2011-08-01 | 51.29588 |
| 2011-09-01 | 21.69678 |
| 2011-10-01 | 21.93723 |
| 2011-11-01 | 14.77766 |
| 2011-12-01 | 16.82136 |
| 2012-01-01 | 15.89511 |
| 2012-02-01 | 12.45651 |
| 2012-03-01 | 11.44606 |
| 2012-04-01 | 11.11943 |
| 2012-05-01 | 13.36972 |
| 2012-06-01 | 14.78441 |
| 2012-07-01 | 13.59957 |
| 2012-08-01 | 11.79700 |
| 2012-09-01 | 11.29029 |
| 2012-10-01 | 13.42792 |
| 2012-11-01 | 10.88236 |
| 2012-12-01 | 11.93179 |
| 2013-01-01 | 13.24615 |
| 2013-02-01 | 14.74078 |
| 2013-03-01 | 12.48253 |
| 2013-04-01 | 11.95834 |
| 2013-05-01 | 11.43080 |
| 2013-06-01 | 13.66664 |
| 2013-07-01 | 11.53185 |
| 2013-08-01 | 9.74435 |
| 2013-09-01 | 14.23217 |
| 2013-10-01 | 14.43783 |
| 2013-11-01 | 10.44035 |
| 2013-12-01 | 11.44335 |
| 2014-01-01 | 12.51473 |
| 2014-02-01 | 8.68662 |
| 2014-03-01 | 10.77964 |
| 2014-04-01 | 12.85576 |
| 2014-05-01 | 10.52595 |
| 2014-06-01 | 8.18359 |
| 2014-07-01 | 9.52908 |
| 2014-08-01 | 10.84358 |
| 2014-09-01 | 7.77441 |
| 2014-10-01 | 17.54657 |
| 2014-11-01 | 10.09958 |
| 2014-12-01 | 11.37234 |
| 2015-01-01 | 18.19477 |
| 2015-02-01 | 9.74906 |
| 2015-03-01 | 9.35662 |
| 2015-04-01 | 9.91976 |
| 2015-05-01 | 7.81015 |
| 2015-06-01 | 10.55384 |
| 2015-07-01 | 17.35604 |
| 2015-08-01 | 24.07155 |
| 2015-09-01 | 17.15636 |
| 2015-10-01 | 13.31632 |
| 2015-11-01 | 9.14055 |
| 2015-12-01 | 13.18465 |
| 2016-01-01 | 20.61329 |
| 2016-02-01 | 17.63441 |
| 2016-03-01 | 12.57530 |
| 2016-04-01 | 8.40150 |
| 2016-05-01 | 9.02868 |
| 2016-06-01 | 14.86397 |
| 2016-07-01 | 12.98853 |
| 2016-08-01 | 9.93094 |
| 2016-09-01 | 10.55492 |
| 2016-10-01 | 9.81313 |
| 2016-11-01 | 13.31409 |
| 2016-12-01 | 9.77631 |
| 2017-01-01 | 14.10538 |
| 2017-02-01 | 11.16355 |
| 2017-03-01 | 8.74137 |
| 2017-04-01 | 11.24078 |
| 2017-05-01 | 7.64013 |
| 2017-06-01 | 7.60058 |
| 2017-07-01 | 9.16311 |
| 2017-08-01 | 11.91198 |
| 2017-09-01 | 6.98321 |
| 2017-10-01 | 7.96156 |
| 2017-11-01 | 9.83246 |
| 2017-12-01 | 13.22768 |
| 2018-01-01 | 12.85268 |
| 2018-02-01 | 20.61564 |
| 2018-03-01 | 12.24258 |
| 2018-04-01 | 12.27323 |
| 2018-05-01 | 10.20568 |
| 2018-06-01 | 8.72335 |
| 2018-07-01 | 8.69793 |
| 2018-08-01 | 11.26652 |
| 2018-09-01 | 13.40489 |
| 2018-10-01 | 18.30495 |
| 2018-11-01 | 16.12118 |
| 2018-12-01 | 31.84647 |
| 2019-01-01 | 28.09810 |
| 2019-02-01 | 11.53720 |
| 2019-03-01 | 13.40537 |
| 2019-04-01 | 11.81254 |
| 2019-05-01 | 12.21989 |
| 2019-06-01 | 14.11606 |
| 2019-07-01 | 15.49149 |
| 2019-08-01 | 24.44215 |
| 2019-09-01 | 11.56057 |
| 2019-10-01 | 9.77925 |
| 2019-11-01 | 13.80168 |
| 2019-12-01 | 14.48206 |
| 2020-01-01 | 10.54819 |
| 2020-02-01 | 15.90505 |
| 2020-03-01 | 46.66324 |
| 2020-04-01 | 28.65037 |
| 2020-05-01 | 23.40914 |
| 2020-06-01 | 25.13398 |
| 2020-07-01 | 19.59936 |
| 2020-08-01 | 22.00912 |
| 2020-09-01 | 14.77412 |
| 2020-10-01 | 17.88262 |
| 2020-11-01 | 13.30717 |
| 2020-12-01 | 13.39878 |
| 2021-01-01 | 17.32452 |
| 2021-02-01 | 14.14625 |
| 2021-03-01 | 17.62412 |
| 2021-04-01 | 13.54753 |
| 2021-05-01 | 14.26381 |
| 2021-06-01 | 14.29441 |
| 2021-07-01 | 11.64858 |
| 2021-08-01 | 12.40489 |
| 2021-09-01 | 18.07466 |
| 2021-10-01 | 14.35962 |
| 2021-11-01 | 9.42360 |
| 2021-12-01 | 12.22576 |
| 2022-01-01 | 15.55481 |
| 2022-02-01 | 17.97923 |
| 2022-03-01 | 18.22523 |
| 2022-04-01 | 15.07411 |
| 2022-05-01 | 21.80534 |
| 2022-06-01 | 14.18464 |
| 2022-07-01 | 19.11861 |
| 2022-08-01 | 11.42173 |
| 2022-09-01 | 12.70721 |
| 2022-10-01 | 16.80868 |
| 2022-11-01 | 13.58944 |
| 2022-12-01 | 17.21620 |
| 2023-01-01 | 16.76705 |
| 2023-02-01 | 14.74145 |
| 2023-03-01 | 25.82600 |
| 2023-04-01 | 16.26076 |
| 2023-05-01 | 18.35920 |
| 2023-06-01 | 14.02812 |
| 2023-07-01 | 13.05724 |
| 2023-08-01 | 11.80111 |
| 2023-09-01 | 13.36232 |
| 2023-10-01 | 12.15760 |
| 2023-11-01 | 11.48079 |
| 2023-12-01 | 12.40566 |
| 2024-01-01 | 13.98735 |
| 2024-02-01 | 12.93268 |
| 2024-03-01 | 12.94569 |
| 2024-04-01 | 13.92359 |
| 2024-05-01 | 9.82404 |
| 2024-06-01 | 12.12851 |
| 2024-07-01 | 15.02028 |
| 2024-08-01 | 13.87055 |
| 2024-09-01 | 17.48389 |
| 2024-10-01 | 14.83250 |
