Table Data - Equity Market Volatility Tracker: Macroeconomic News and Outlook: Trade
| Title | Equity Market Volatility Tracker: Macroeconomic News and Outlook: Trade |
|---|---|
| Series ID | EMVMACROTRADE |
| 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 2024-12-01 |
| Last Updated | 2025-01-17 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 | 0.24223 |
| 1985-02-01 | 0.00000 |
| 1985-03-01 | 0.24807 |
| 1985-04-01 | 0.07129 |
| 1985-05-01 | 0.52812 |
| 1985-06-01 | 0.06578 |
| 1985-07-01 | 0.16384 |
| 1985-08-01 | 0.25148 |
| 1985-09-01 | 0.43693 |
| 1985-10-01 | 0.31329 |
| 1985-11-01 | 0.35909 |
| 1985-12-01 | 0.44893 |
| 1986-01-01 | 0.39453 |
| 1986-02-01 | 0.56555 |
| 1986-03-01 | 0.26696 |
| 1986-04-01 | 0.19577 |
| 1986-05-01 | 0.41653 |
| 1986-06-01 | 0.24357 |
| 1986-07-01 | 0.65576 |
| 1986-08-01 | 0.74658 |
| 1986-09-01 | 1.03374 |
| 1986-10-01 | 0.64046 |
| 1986-11-01 | 0.56348 |
| 1986-12-01 | 0.64131 |
| 1987-01-01 | 1.48494 |
| 1987-02-01 | 0.82381 |
| 1987-03-01 | 0.57938 |
| 1987-04-01 | 1.88957 |
| 1987-05-01 | 0.98687 |
| 1987-06-01 | 1.04859 |
| 1987-07-01 | 0.80860 |
| 1987-08-01 | 0.57410 |
| 1987-09-01 | 0.97969 |
| 1987-10-01 | 6.20234 |
| 1987-11-01 | 7.20500 |
| 1987-12-01 | 5.50861 |
| 1988-01-01 | 6.30560 |
| 1988-02-01 | 2.64753 |
| 1988-03-01 | 1.66478 |
| 1988-04-01 | 3.25353 |
| 1988-05-01 | 2.26217 |
| 1988-06-01 | 1.62154 |
| 1988-07-01 | 1.26095 |
| 1988-08-01 | 1.29496 |
| 1988-09-01 | 0.95626 |
| 1988-10-01 | 1.50251 |
| 1988-11-01 | 1.72441 |
| 1988-12-01 | 1.29467 |
| 1989-01-01 | 1.47612 |
| 1989-02-01 | 0.51312 |
| 1989-03-01 | 0.54646 |
| 1989-04-01 | 0.36867 |
| 1989-05-01 | 0.75132 |
| 1989-06-01 | 0.64996 |
| 1989-07-01 | 0.67707 |
| 1989-08-01 | 0.31653 |
| 1989-09-01 | 0.88107 |
| 1989-10-01 | 1.65850 |
| 1989-11-01 | 0.75315 |
| 1989-12-01 | 0.30152 |
| 1990-01-01 | 0.53038 |
| 1990-02-01 | 0.41457 |
| 1990-03-01 | 0.84641 |
| 1990-04-01 | 0.49776 |
| 1990-05-01 | 0.21007 |
| 1990-06-01 | 0.53919 |
| 1990-07-01 | 0.33818 |
| 1990-08-01 | 0.38088 |
| 1990-09-01 | 0.40367 |
| 1990-10-01 | 0.46265 |
| 1990-11-01 | 0.28304 |
| 1990-12-01 | 0.32319 |
| 1991-01-01 | 0.31256 |
| 1991-02-01 | 0.00000 |
| 1991-03-01 | 0.27056 |
| 1991-04-01 | 0.16432 |
| 1991-05-01 | 0.05222 |
| 1991-06-01 | 0.16459 |
| 1991-07-01 | 0.05713 |
| 1991-08-01 | 0.21005 |
| 1991-09-01 | 0.15816 |
| 1991-10-01 | 0.10303 |
| 1991-11-01 | 0.38084 |
| 1991-12-01 | 0.35660 |
| 1992-01-01 | 0.33104 |
| 1992-02-01 | 0.33904 |
| 1992-03-01 | 0.35783 |
| 1992-04-01 | 0.42690 |
| 1992-05-01 | 0.26596 |
| 1992-06-01 | 0.38200 |
| 1992-07-01 | 0.24780 |
| 1992-08-01 | 0.35133 |
| 1992-09-01 | 0.14060 |
| 1992-10-01 | 0.49233 |
| 1992-11-01 | 0.24084 |
| 1992-12-01 | 0.09715 |
| 1993-01-01 | 0.11288 |
| 1993-02-01 | 0.53656 |
| 1993-03-01 | 0.27496 |
| 1993-04-01 | 0.54536 |
| 1993-05-01 | 0.28702 |
| 1993-06-01 | 0.22630 |
| 1993-07-01 | 0.45803 |
| 1993-08-01 | 0.56863 |
| 1993-09-01 | 0.34595 |
| 1993-10-01 | 0.20600 |
| 1993-11-01 | 0.16083 |
| 1993-12-01 | 0.15920 |
| 1994-01-01 | 0.15509 |
| 1994-02-01 | 0.37495 |
| 1994-03-01 | 0.25687 |
| 1994-04-01 | 0.97591 |
| 1994-05-01 | 0.40503 |
| 1994-06-01 | 0.59141 |
| 1994-07-01 | 0.34279 |
| 1994-08-01 | 0.20417 |
| 1994-09-01 | 0.73172 |
| 1994-10-01 | 0.35038 |
| 1994-11-01 | 0.05231 |
| 1994-12-01 | 0.86376 |
| 1995-01-01 | 0.92518 |
| 1995-02-01 | 0.75376 |
| 1995-03-01 | 1.09166 |
| 1995-04-01 | 1.24433 |
| 1995-05-01 | 0.70370 |
| 1995-06-01 | 0.86663 |
| 1995-07-01 | 0.48692 |
| 1995-08-01 | 0.51624 |
| 1995-09-01 | 0.48477 |
| 1995-10-01 | 0.65782 |
| 1995-11-01 | 0.35332 |
| 1995-12-01 | 0.42427 |
| 1996-01-01 | 0.72874 |
| 1996-02-01 | 0.62768 |
| 1996-03-01 | 0.46514 |
| 1996-04-01 | 0.29257 |
| 1996-05-01 | 0.66809 |
| 1996-06-01 | 0.35927 |
| 1996-07-01 | 0.31237 |
| 1996-08-01 | 0.31295 |
| 1996-09-01 | 0.38804 |
| 1996-10-01 | 0.33296 |
| 1996-11-01 | 0.30036 |
| 1996-12-01 | 0.47502 |
| 1997-01-01 | 0.49335 |
| 1997-02-01 | 0.21950 |
| 1997-03-01 | 0.31591 |
| 1997-04-01 | 0.27747 |
| 1997-05-01 | 0.15723 |
| 1997-06-01 | 0.52579 |
| 1997-07-01 | 0.46113 |
| 1997-08-01 | 0.47255 |
| 1997-09-01 | 0.39666 |
| 1997-10-01 | 0.60189 |
| 1997-11-01 | 0.83128 |
| 1997-12-01 | 0.62316 |
| 1998-01-01 | 0.85327 |
| 1998-02-01 | 0.41830 |
| 1998-03-01 | 0.13523 |
| 1998-04-01 | 0.48928 |
| 1998-05-01 | 0.75127 |
| 1998-06-01 | 0.83278 |
| 1998-07-01 | 0.68176 |
| 1998-08-01 | 1.14988 |
| 1998-09-01 | 0.83761 |
| 1998-10-01 | 0.51452 |
| 1998-11-01 | 0.56589 |
| 1998-12-01 | 0.57328 |
| 1999-01-01 | 1.01716 |
| 1999-02-01 | 0.59253 |
| 1999-03-01 | 0.61006 |
| 1999-04-01 | 0.62611 |
| 1999-05-01 | 0.33758 |
| 1999-06-01 | 0.15001 |
| 1999-07-01 | 0.16629 |
| 1999-08-01 | 1.30357 |
| 1999-09-01 | 1.02397 |
| 1999-10-01 | 0.26216 |
| 1999-11-01 | 0.21137 |
| 1999-12-01 | 0.31724 |
| 2000-01-01 | 0.70253 |
| 2000-02-01 | 0.81997 |
| 2000-03-01 | 0.33902 |
| 2000-04-01 | 0.67190 |
| 2000-05-01 | 0.34308 |
| 2000-06-01 | 0.34436 |
| 2000-07-01 | 0.27619 |
| 2000-08-01 | 0.21295 |
| 2000-09-01 | 0.58957 |
| 2000-10-01 | 0.31690 |
| 2000-11-01 | 0.89652 |
| 2000-12-01 | 0.69602 |
| 2001-01-01 | 0.16555 |
| 2001-02-01 | 0.11202 |
| 2001-03-01 | 0.41811 |
| 2001-04-01 | 0.21097 |
| 2001-05-01 | 0.21663 |
| 2001-06-01 | 0.16250 |
| 2001-07-01 | 0.05622 |
| 2001-08-01 | 0.27813 |
| 2001-09-01 | 0.38870 |
| 2001-10-01 | 0.15441 |
| 2001-11-01 | 0.23157 |
| 2001-12-01 | 0.17823 |
| 2002-01-01 | 0.17759 |
| 2002-02-01 | 0.17457 |
| 2002-03-01 | 0.26060 |
| 2002-04-01 | 0.22891 |
| 2002-05-01 | 0.21496 |
| 2002-06-01 | 0.82079 |
| 2002-07-01 | 0.39382 |
| 2002-08-01 | 0.39417 |
| 2002-09-01 | 0.62440 |
| 2002-10-01 | 0.37585 |
| 2002-11-01 | 0.22739 |
| 2002-12-01 | 0.39122 |
| 2003-01-01 | 0.49489 |
| 2003-02-01 | 0.60611 |
| 2003-03-01 | 0.21491 |
| 2003-04-01 | 0.26849 |
| 2003-05-01 | 0.37355 |
| 2003-06-01 | 0.00000 |
| 2003-07-01 | 0.27954 |
| 2003-08-01 | 0.21595 |
| 2003-09-01 | 0.37383 |
| 2003-10-01 | 0.17998 |
| 2003-11-01 | 0.14380 |
| 2003-12-01 | 0.37108 |
| 2004-01-01 | 0.37004 |
| 2004-02-01 | 0.36373 |
| 2004-03-01 | 0.19348 |
| 2004-04-01 | 0.05154 |
| 2004-05-01 | 0.20906 |
| 2004-06-01 | 0.15666 |
| 2004-07-01 | 0.27762 |
| 2004-08-01 | 0.20639 |
| 2004-09-01 | 0.05107 |
| 2004-10-01 | 0.24946 |
| 2004-11-01 | 1.20438 |
| 2004-12-01 | 0.77308 |
| 2005-01-01 | 0.67930 |
| 2005-02-01 | 0.22120 |
| 2005-03-01 | 0.38468 |
| 2005-04-01 | 0.86914 |
| 2005-05-01 | 0.56324 |
| 2005-06-01 | 0.67941 |
| 2005-07-01 | 0.33111 |
| 2005-08-01 | 0.57087 |
| 2005-09-01 | 0.28744 |
| 2005-10-01 | 0.49946 |
| 2005-11-01 | 0.20712 |
| 2005-12-01 | 0.33576 |
| 2006-01-01 | 0.39768 |
| 2006-02-01 | 0.35400 |
| 2006-03-01 | 0.41873 |
| 2006-04-01 | 0.24338 |
| 2006-05-01 | 0.36913 |
| 2006-06-01 | 0.62670 |
| 2006-07-01 | 0.23049 |
| 2006-08-01 | 0.67008 |
| 2006-09-01 | 0.19715 |
| 2006-10-01 | 0.23993 |
| 2006-11-01 | 0.52540 |
| 2006-12-01 | 0.47026 |
| 2007-01-01 | 0.27064 |
| 2007-02-01 | 0.40646 |
| 2007-03-01 | 0.91936 |
| 2007-04-01 | 0.67603 |
| 2007-05-01 | 0.77468 |
| 2007-06-01 | 0.60577 |
| 2007-07-01 | 0.36165 |
| 2007-08-01 | 0.57281 |
| 2007-09-01 | 0.60057 |
| 2007-10-01 | 0.82985 |
| 2007-11-01 | 0.23996 |
| 2007-12-01 | 0.51430 |
| 2008-01-01 | 0.42657 |
| 2008-02-01 | 0.41174 |
| 2008-03-01 | 0.42689 |
| 2008-04-01 | 0.14045 |
| 2008-05-01 | 0.18976 |
| 2008-06-01 | 0.13289 |
| 2008-07-01 | 0.16906 |
| 2008-08-01 | 0.32036 |
| 2008-09-01 | 0.37352 |
| 2008-10-01 | 0.42731 |
| 2008-11-01 | 0.30058 |
| 2008-12-01 | 0.11878 |
| 2009-01-01 | 0.05959 |
| 2009-02-01 | 0.19250 |
| 2009-03-01 | 0.23944 |
| 2009-04-01 | 0.16575 |
| 2009-05-01 | 0.17755 |
| 2009-06-01 | 0.00000 |
| 2009-07-01 | 0.05475 |
| 2009-08-01 | 0.05476 |
| 2009-09-01 | 0.15734 |
| 2009-10-01 | 0.21295 |
| 2009-11-01 | 0.17239 |
| 2009-12-01 | 0.10108 |
| 2010-01-01 | 0.00000 |
| 2010-02-01 | 0.11095 |
| 2010-03-01 | 0.05365 |
| 2010-04-01 | 0.05695 |
| 2010-05-01 | 0.05508 |
| 2010-06-01 | 0.11363 |
| 2010-07-01 | 0.17392 |
| 2010-08-01 | 0.26578 |
| 2010-09-01 | 0.20785 |
| 2010-10-01 | 0.19850 |
| 2010-11-01 | 0.11374 |
| 2010-12-01 | 0.21952 |
| 2011-01-01 | 0.22906 |
| 2011-02-01 | 0.00000 |
| 2011-03-01 | 0.17621 |
| 2011-04-01 | 0.27707 |
| 2011-05-01 | 0.05942 |
| 2011-06-01 | 0.23702 |
| 2011-07-01 | 0.06705 |
| 2011-08-01 | 0.45596 |
| 2011-09-01 | 0.19032 |
| 2011-10-01 | 0.42071 |
| 2011-11-01 | 0.18169 |
| 2011-12-01 | 0.13511 |
| 2012-01-01 | 0.06044 |
| 2012-02-01 | 0.07118 |
| 2012-03-01 | 0.30604 |
| 2012-04-01 | 0.17650 |
| 2012-05-01 | 0.00000 |
| 2012-06-01 | 0.20534 |
| 2012-07-01 | 0.14702 |
| 2012-08-01 | 0.30882 |
| 2012-09-01 | 0.18309 |
| 2012-10-01 | 0.22380 |
| 2012-11-01 | 0.10882 |
| 2012-12-01 | 0.05099 |
| 2013-01-01 | 0.00000 |
| 2013-02-01 | 0.00000 |
| 2013-03-01 | 0.21899 |
| 2013-04-01 | 0.05046 |
| 2013-05-01 | 0.29819 |
| 2013-06-01 | 0.00000 |
| 2013-07-01 | 0.05242 |
| 2013-08-01 | 0.10311 |
| 2013-09-01 | 0.05716 |
| 2013-10-01 | 0.05574 |
| 2013-11-01 | 0.19823 |
| 2013-12-01 | 0.05693 |
| 2014-01-01 | 0.22858 |
| 2014-02-01 | 0.00000 |
| 2014-03-01 | 0.11911 |
| 2014-04-01 | 0.30609 |
| 2014-05-01 | 0.00000 |
| 2014-06-01 | 0.00000 |
| 2014-07-01 | 0.05956 |
| 2014-08-01 | 0.05561 |
| 2014-09-01 | 0.00000 |
| 2014-10-01 | 0.18278 |
| 2014-11-01 | 0.00000 |
| 2014-12-01 | 0.06081 |
| 2015-01-01 | 0.13528 |
| 2015-02-01 | 0.06093 |
| 2015-03-01 | 0.00000 |
| 2015-04-01 | 0.00000 |
| 2015-05-01 | 0.23314 |
| 2015-06-01 | 0.11662 |
| 2015-07-01 | 0.28570 |
| 2015-08-01 | 0.15430 |
| 2015-09-01 | 0.07332 |
| 2015-10-01 | 0.06592 |
| 2015-11-01 | 0.07031 |
| 2015-12-01 | 0.14898 |
| 2016-01-01 | 0.25344 |
| 2016-02-01 | 0.20387 |
| 2016-03-01 | 0.08613 |
| 2016-04-01 | 0.29223 |
| 2016-05-01 | 0.00000 |
| 2016-06-01 | 0.09590 |
| 2016-07-01 | 0.00000 |
| 2016-08-01 | 0.10238 |
| 2016-09-01 | 0.00000 |
| 2016-10-01 | 0.09912 |
| 2016-11-01 | 0.11478 |
| 2016-12-01 | 0.09976 |
| 2017-01-01 | 0.51858 |
| 2017-02-01 | 0.22106 |
| 2017-03-01 | 0.19003 |
| 2017-04-01 | 0.11832 |
| 2017-05-01 | 0.09671 |
| 2017-06-01 | 0.11015 |
| 2017-07-01 | 0.00000 |
| 2017-08-01 | 0.00000 |
| 2017-09-01 | 0.00000 |
| 2017-10-01 | 0.08946 |
| 2017-11-01 | 0.00000 |
| 2017-12-01 | 0.00000 |
| 2018-01-01 | 0.24024 |
| 2018-02-01 | 0.12271 |
| 2018-03-01 | 0.54654 |
| 2018-04-01 | 0.41604 |
| 2018-05-01 | 0.12757 |
| 2018-06-01 | 0.33987 |
| 2018-07-01 | 0.35262 |
| 2018-08-01 | 0.22533 |
| 2018-09-01 | 0.30816 |
| 2018-10-01 | 0.71318 |
| 2018-11-01 | 0.30417 |
| 2018-12-01 | 0.60372 |
| 2019-01-01 | 0.73942 |
| 2019-02-01 | 0.25081 |
| 2019-03-01 | 0.14731 |
| 2019-04-01 | 0.15543 |
| 2019-05-01 | 0.50391 |
| 2019-06-01 | 0.69196 |
| 2019-07-01 | 0.00000 |
| 2019-08-01 | 0.87816 |
| 2019-09-01 | 0.00000 |
| 2019-10-01 | 0.21259 |
| 2019-11-01 | 0.45005 |
| 2019-12-01 | 0.47224 |
| 2020-01-01 | 0.00000 |
| 2020-02-01 | 0.16742 |
| 2020-03-01 | 0.00000 |
| 2020-04-01 | 0.00000 |
| 2020-05-01 | 0.00000 |
| 2020-06-01 | 0.18618 |
| 2020-07-01 | 0.00000 |
| 2020-08-01 | 0.00000 |
| 2020-09-01 | 0.00000 |
| 2020-10-01 | 0.51584 |
| 2020-11-01 | 0.00000 |
| 2020-12-01 | 0.16960 |
| 2021-01-01 | 0.17153 |
| 2021-02-01 | 0.00000 |
| 2021-03-01 | 0.16022 |
| 2021-04-01 | 0.16128 |
| 2021-05-01 | 0.00000 |
| 2021-06-01 | 0.00000 |
| 2021-07-01 | 0.00000 |
| 2021-08-01 | 0.00000 |
| 2021-09-01 | 0.00000 |
| 2021-10-01 | 0.00000 |
| 2021-11-01 | 0.00000 |
| 2021-12-01 | 0.00000 |
| 2022-01-01 | 0.00000 |
| 2022-02-01 | 0.00000 |
| 2022-03-01 | 0.00000 |
| 2022-04-01 | 0.00000 |
| 2022-05-01 | 0.00000 |
| 2022-06-01 | 0.00000 |
| 2022-07-01 | 0.15932 |
| 2022-08-01 | 0.00000 |
| 2022-09-01 | 0.00000 |
| 2022-10-01 | 0.00000 |
| 2022-11-01 | 0.00000 |
| 2022-12-01 | 0.00000 |
| 2023-01-01 | 0.00000 |
| 2023-02-01 | 0.00000 |
| 2023-03-01 | 0.00000 |
| 2023-04-01 | 0.00000 |
| 2023-05-01 | 0.00000 |
| 2023-06-01 | 0.00000 |
| 2023-07-01 | 0.00000 |
| 2023-08-01 | 0.00000 |
| 2023-09-01 | 0.00000 |
| 2023-10-01 | 0.00000 |
| 2023-11-01 | 0.00000 |
| 2023-12-01 | 0.00000 |
| 2024-01-01 | 0.00000 |
| 2024-02-01 | 0.00000 |
| 2024-03-01 | 0.00000 |
| 2024-04-01 | 0.16775 |
| 2024-05-01 | 0.00000 |
| 2024-06-01 | 0.00000 |
| 2024-07-01 | 0.00000 |
| 2024-08-01 | 0.00000 |
| 2024-09-01 | 0.00000 |
| 2024-10-01 | 0.18779 |
| 2024-11-01 | 0.38998 |
| 2024-12-01 | 0.00000 |
