Table Data - Equity Market Volatility Tracker: Overall
| Title | Equity Market Volatility Tracker: Overall |
|---|---|
| Series ID | EMVOVERALLEMV |
| 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 | 11.30402 |
| 1985-02-01 | 9.46174 |
| 1985-03-01 | 10.99764 |
| 1985-04-01 | 9.26745 |
| 1985-05-01 | 9.83628 |
| 1985-06-01 | 8.02564 |
| 1985-07-01 | 9.74848 |
| 1985-08-01 | 11.56800 |
| 1985-09-01 | 12.16117 |
| 1985-10-01 | 8.96008 |
| 1985-11-01 | 11.84994 |
| 1985-12-01 | 10.64614 |
| 1986-01-01 | 9.66605 |
| 1986-02-01 | 11.06856 |
| 1986-03-01 | 14.61599 |
| 1986-04-01 | 10.96323 |
| 1986-05-01 | 11.03797 |
| 1986-06-01 | 12.05655 |
| 1986-07-01 | 14.86389 |
| 1986-08-01 | 12.82764 |
| 1986-09-01 | 18.19390 |
| 1986-10-01 | 13.44968 |
| 1986-11-01 | 13.83650 |
| 1986-12-01 | 10.96054 |
| 1987-01-01 | 15.68098 |
| 1987-02-01 | 11.65097 |
| 1987-03-01 | 14.32637 |
| 1987-04-01 | 14.25770 |
| 1987-05-01 | 14.68694 |
| 1987-06-01 | 13.52126 |
| 1987-07-01 | 11.10482 |
| 1987-08-01 | 12.10832 |
| 1987-09-01 | 11.07046 |
| 1987-10-01 | 55.27221 |
| 1987-11-01 | 54.93812 |
| 1987-12-01 | 37.79671 |
| 1988-01-01 | 33.44707 |
| 1988-02-01 | 24.04839 |
| 1988-03-01 | 17.55588 |
| 1988-04-01 | 20.45862 |
| 1988-05-01 | 22.84245 |
| 1988-06-01 | 16.21540 |
| 1988-07-01 | 17.11284 |
| 1988-08-01 | 15.53957 |
| 1988-09-01 | 13.28702 |
| 1988-10-01 | 21.13875 |
| 1988-11-01 | 16.33116 |
| 1988-12-01 | 15.28708 |
| 1989-01-01 | 19.35361 |
| 1989-02-01 | 14.13940 |
| 1989-03-01 | 10.15499 |
| 1989-04-01 | 12.81115 |
| 1989-05-01 | 13.37349 |
| 1989-06-01 | 14.09914 |
| 1989-07-01 | 15.67689 |
| 1989-08-01 | 13.66366 |
| 1989-09-01 | 14.09713 |
| 1989-10-01 | 26.96255 |
| 1989-11-01 | 16.66969 |
| 1989-12-01 | 16.68384 |
| 1990-01-01 | 17.88818 |
| 1990-02-01 | 22.15001 |
| 1990-03-01 | 17.64099 |
| 1990-04-01 | 15.92835 |
| 1990-05-01 | 12.10006 |
| 1990-06-01 | 13.43083 |
| 1990-07-01 | 18.26198 |
| 1990-08-01 | 18.42524 |
| 1990-09-01 | 17.45869 |
| 1990-10-01 | 21.02472 |
| 1990-11-01 | 15.28389 |
| 1990-12-01 | 16.32092 |
| 1991-01-01 | 20.73298 |
| 1991-02-01 | 18.38419 |
| 1991-03-01 | 13.69036 |
| 1991-04-01 | 15.61052 |
| 1991-05-01 | 13.94212 |
| 1991-06-01 | 14.86837 |
| 1991-07-01 | 15.13933 |
| 1991-08-01 | 13.75834 |
| 1991-09-01 | 13.70698 |
| 1991-10-01 | 14.16633 |
| 1991-11-01 | 19.36862 |
| 1991-12-01 | 14.92645 |
| 1992-01-01 | 20.80009 |
| 1992-02-01 | 16.66967 |
| 1992-03-01 | 15.99999 |
| 1992-04-01 | 18.30347 |
| 1992-05-01 | 14.57487 |
| 1992-06-01 | 15.17096 |
| 1992-07-01 | 17.59392 |
| 1992-08-01 | 12.03298 |
| 1992-09-01 | 14.76315 |
| 1992-10-01 | 17.82248 |
| 1992-11-01 | 14.59481 |
| 1992-12-01 | 11.12415 |
| 1993-01-01 | 14.27978 |
| 1993-02-01 | 15.97746 |
| 1993-03-01 | 15.50791 |
| 1993-04-01 | 14.17924 |
| 1993-05-01 | 15.03986 |
| 1993-06-01 | 14.82274 |
| 1993-07-01 | 14.31353 |
| 1993-08-01 | 17.79797 |
| 1993-09-01 | 16.08684 |
| 1993-10-01 | 13.13262 |
| 1993-11-01 | 13.67087 |
| 1993-12-01 | 12.68272 |
| 1994-01-01 | 16.23251 |
| 1994-02-01 | 13.44466 |
| 1994-03-01 | 19.47079 |
| 1994-04-01 | 26.23476 |
| 1994-05-01 | 17.56821 |
| 1994-06-01 | 14.53892 |
| 1994-07-01 | 18.11090 |
| 1994-08-01 | 16.28221 |
| 1994-09-01 | 15.59129 |
| 1994-10-01 | 17.11879 |
| 1994-11-01 | 15.06386 |
| 1994-12-01 | 20.47609 |
| 1995-01-01 | 22.63967 |
| 1995-02-01 | 22.29867 |
| 1995-03-01 | 18.01237 |
| 1995-04-01 | 15.85165 |
| 1995-05-01 | 13.42437 |
| 1995-06-01 | 15.65712 |
| 1995-07-01 | 18.80744 |
| 1995-08-01 | 13.36496 |
| 1995-09-01 | 12.81947 |
| 1995-10-01 | 17.10327 |
| 1995-11-01 | 16.37051 |
| 1995-12-01 | 18.06179 |
| 1996-01-01 | 22.32591 |
| 1996-02-01 | 18.13988 |
| 1996-03-01 | 22.85019 |
| 1996-04-01 | 15.33092 |
| 1996-05-01 | 17.03621 |
| 1996-06-01 | 18.38247 |
| 1996-07-01 | 24.74001 |
| 1996-08-01 | 16.77392 |
| 1996-09-01 | 15.07813 |
| 1996-10-01 | 17.36950 |
| 1996-11-01 | 17.12070 |
| 1996-12-01 | 20.90072 |
| 1997-01-01 | 21.04977 |
| 1997-02-01 | 19.48103 |
| 1997-03-01 | 22.95618 |
| 1997-04-01 | 23.86214 |
| 1997-05-01 | 17.66220 |
| 1997-06-01 | 20.71605 |
| 1997-07-01 | 20.17438 |
| 1997-08-01 | 20.94969 |
| 1997-09-01 | 19.08943 |
| 1997-10-01 | 32.70251 |
| 1997-11-01 | 28.99082 |
| 1997-12-01 | 25.80910 |
| 1998-01-01 | 32.15747 |
| 1998-02-01 | 20.02632 |
| 1998-03-01 | 17.94028 |
| 1998-04-01 | 22.26218 |
| 1998-05-01 | 22.98882 |
| 1998-06-01 | 24.20273 |
| 1998-07-01 | 27.63758 |
| 1998-08-01 | 39.75307 |
| 1998-09-01 | 50.15187 |
| 1998-10-01 | 43.78547 |
| 1998-11-01 | 34.85911 |
| 1998-12-01 | 25.64142 |
| 1999-01-01 | 34.01822 |
| 1999-02-01 | 21.43883 |
| 1999-03-01 | 22.87707 |
| 1999-04-01 | 21.43229 |
| 1999-05-01 | 19.48337 |
| 1999-06-01 | 20.60151 |
| 1999-07-01 | 23.39215 |
| 1999-08-01 | 26.13074 |
| 1999-09-01 | 22.09628 |
| 1999-10-01 | 25.32469 |
| 1999-11-01 | 19.44613 |
| 1999-12-01 | 17.23688 |
| 2000-01-01 | 24.41290 |
| 2000-02-01 | 19.91344 |
| 2000-03-01 | 26.10467 |
| 2000-04-01 | 43.42907 |
| 2000-05-01 | 34.30836 |
| 2000-06-01 | 24.22000 |
| 2000-07-01 | 20.32775 |
| 2000-08-01 | 18.04720 |
| 2000-09-01 | 18.59839 |
| 2000-10-01 | 28.46826 |
| 2000-11-01 | 30.64967 |
| 2000-12-01 | 34.10517 |
| 2001-01-01 | 28.86119 |
| 2001-02-01 | 20.94825 |
| 2001-03-01 | 31.14923 |
| 2001-04-01 | 27.16244 |
| 2001-05-01 | 22.15090 |
| 2001-06-01 | 17.06226 |
| 2001-07-01 | 22.31875 |
| 2001-08-01 | 19.96970 |
| 2001-09-01 | 42.43291 |
| 2001-10-01 | 29.33796 |
| 2001-11-01 | 26.39871 |
| 2001-12-01 | 24.35863 |
| 2002-01-01 | 28.65188 |
| 2002-02-01 | 24.84717 |
| 2002-03-01 | 17.77277 |
| 2002-04-01 | 20.08723 |
| 2002-05-01 | 18.91645 |
| 2002-06-01 | 24.79973 |
| 2002-07-01 | 51.59039 |
| 2002-08-01 | 39.48278 |
| 2002-09-01 | 31.96925 |
| 2002-10-01 | 31.46399 |
| 2002-11-01 | 23.59220 |
| 2002-12-01 | 24.47894 |
| 2003-01-01 | 26.33919 |
| 2003-02-01 | 22.72928 |
| 2003-03-01 | 30.03399 |
| 2003-04-01 | 25.45252 |
| 2003-05-01 | 20.70543 |
| 2003-06-01 | 20.10598 |
| 2003-07-01 | 20.68580 |
| 2003-08-01 | 17.65410 |
| 2003-09-01 | 15.38030 |
| 2003-10-01 | 14.84848 |
| 2003-11-01 | 12.07927 |
| 2003-12-01 | 15.00226 |
| 2004-01-01 | 16.86345 |
| 2004-02-01 | 12.73060 |
| 2004-03-01 | 15.04307 |
| 2004-04-01 | 16.64586 |
| 2004-05-01 | 16.62062 |
| 2004-06-01 | 14.77816 |
| 2004-07-01 | 17.48980 |
| 2004-08-01 | 15.68574 |
| 2004-09-01 | 14.30072 |
| 2004-10-01 | 15.51667 |
| 2004-11-01 | 13.92888 |
| 2004-12-01 | 17.00774 |
| 2005-01-01 | 17.34822 |
| 2005-02-01 | 13.99061 |
| 2005-03-01 | 14.56986 |
| 2005-04-01 | 18.86542 |
| 2005-05-01 | 16.53870 |
| 2005-06-01 | 16.72385 |
| 2005-07-01 | 13.62265 |
| 2005-08-01 | 17.18328 |
| 2005-09-01 | 15.09064 |
| 2005-10-01 | 15.21078 |
| 2005-11-01 | 13.51473 |
| 2005-12-01 | 14.15804 |
| 2006-01-01 | 17.61133 |
| 2006-02-01 | 12.64287 |
| 2006-03-01 | 13.72491 |
| 2006-04-01 | 14.35939 |
| 2006-05-01 | 17.61267 |
| 2006-06-01 | 17.37663 |
| 2006-07-01 | 18.61206 |
| 2006-08-01 | 17.92470 |
| 2006-09-01 | 13.80059 |
| 2006-10-01 | 14.63558 |
| 2006-11-01 | 12.12798 |
| 2006-12-01 | 15.56565 |
| 2007-01-01 | 14.47927 |
| 2007-02-01 | 15.24215 |
| 2007-03-01 | 26.01788 |
| 2007-04-01 | 18.74861 |
| 2007-05-01 | 16.40508 |
| 2007-06-01 | 18.91876 |
| 2007-07-01 | 25.21186 |
| 2007-08-01 | 40.30518 |
| 2007-09-01 | 25.32384 |
| 2007-10-01 | 22.74775 |
| 2007-11-01 | 23.46795 |
| 2007-12-01 | 26.12662 |
| 2008-01-01 | 34.55238 |
| 2008-02-01 | 23.82917 |
| 2008-03-01 | 28.79169 |
| 2008-04-01 | 22.19162 |
| 2008-05-01 | 18.92874 |
| 2008-06-01 | 18.24961 |
| 2008-07-01 | 27.89475 |
| 2008-08-01 | 18.81000 |
| 2008-09-01 | 55.96577 |
| 2008-10-01 | 69.83500 |
| 2008-11-01 | 36.67022 |
| 2008-12-01 | 29.51727 |
| 2009-01-01 | 31.16341 |
| 2009-02-01 | 33.23752 |
| 2009-03-01 | 34.05968 |
| 2009-04-01 | 24.75241 |
| 2009-05-01 | 24.97516 |
| 2009-06-01 | 22.38257 |
| 2009-07-01 | 20.36552 |
| 2009-08-01 | 19.76807 |
| 2009-09-01 | 18.56616 |
| 2009-10-01 | 19.05928 |
| 2009-11-01 | 19.36492 |
| 2009-12-01 | 14.90860 |
| 2010-01-01 | 22.08107 |
| 2010-02-01 | 18.19538 |
| 2010-03-01 | 17.00726 |
| 2010-04-01 | 20.61600 |
| 2010-05-01 | 26.76836 |
| 2010-06-01 | 21.07875 |
| 2010-07-01 | 21.91355 |
| 2010-08-01 | 16.90346 |
| 2010-09-01 | 17.19933 |
| 2010-10-01 | 17.02104 |
| 2010-11-01 | 17.11786 |
| 2010-12-01 | 14.10408 |
| 2011-01-01 | 18.03816 |
| 2011-02-01 | 13.25772 |
| 2011-03-01 | 18.44328 |
| 2011-04-01 | 16.56908 |
| 2011-05-01 | 14.91390 |
| 2011-06-01 | 18.84275 |
| 2011-07-01 | 25.27623 |
| 2011-08-01 | 60.87111 |
| 2011-09-01 | 28.10431 |
| 2011-10-01 | 29.69039 |
| 2011-11-01 | 22.28761 |
| 2011-12-01 | 23.17159 |
| 2012-01-01 | 21.87844 |
| 2012-02-01 | 18.29328 |
| 2012-03-01 | 16.09793 |
| 2012-04-01 | 15.35540 |
| 2012-05-01 | 22.26058 |
| 2012-06-01 | 22.65574 |
| 2012-07-01 | 19.92154 |
| 2012-08-01 | 16.61462 |
| 2012-09-01 | 16.11155 |
| 2012-10-01 | 17.12059 |
| 2012-11-01 | 15.50737 |
| 2012-12-01 | 16.36797 |
| 2013-01-01 | 17.57050 |
| 2013-02-01 | 18.75028 |
| 2013-03-01 | 17.91352 |
| 2013-04-01 | 15.79309 |
| 2013-05-01 | 15.00913 |
| 2013-06-01 | 16.88806 |
| 2013-07-01 | 15.04382 |
| 2013-08-01 | 13.40493 |
| 2013-09-01 | 19.14769 |
| 2013-10-01 | 19.51058 |
| 2013-11-01 | 15.26405 |
| 2013-12-01 | 15.08701 |
| 2014-01-01 | 15.25769 |
| 2014-02-01 | 11.61769 |
| 2014-03-01 | 15.18678 |
| 2014-04-01 | 18.05928 |
| 2014-05-01 | 13.74222 |
| 2014-06-01 | 11.83893 |
| 2014-07-01 | 14.05539 |
| 2014-08-01 | 14.34688 |
| 2014-09-01 | 11.18619 |
| 2014-10-01 | 21.93322 |
| 2014-11-01 | 13.89496 |
| 2014-12-01 | 14.29144 |
| 2015-01-01 | 23.33530 |
| 2015-02-01 | 14.07520 |
| 2015-03-01 | 12.37864 |
| 2015-04-01 | 14.47198 |
| 2015-05-01 | 11.77351 |
| 2015-06-01 | 14.92698 |
| 2015-07-01 | 23.85563 |
| 2015-08-01 | 31.47818 |
| 2015-09-01 | 24.70809 |
| 2015-10-01 | 19.64487 |
| 2015-11-01 | 13.42958 |
| 2015-12-01 | 16.98362 |
| 2016-01-01 | 28.63895 |
| 2016-02-01 | 24.87165 |
| 2016-03-01 | 17.74323 |
| 2016-04-01 | 13.29629 |
| 2016-05-01 | 14.46531 |
| 2016-06-01 | 20.13828 |
| 2016-07-01 | 16.57158 |
| 2016-08-01 | 14.33332 |
| 2016-09-01 | 13.76362 |
| 2016-10-01 | 13.28242 |
| 2016-11-01 | 18.36427 |
| 2016-12-01 | 12.27027 |
| 2017-01-01 | 17.73544 |
| 2017-02-01 | 15.69529 |
| 2017-03-01 | 14.34725 |
| 2017-04-01 | 17.03866 |
| 2017-05-01 | 11.79869 |
| 2017-06-01 | 12.22703 |
| 2017-07-01 | 14.35185 |
| 2017-08-01 | 16.15784 |
| 2017-09-01 | 9.56958 |
| 2017-10-01 | 12.16597 |
| 2017-11-01 | 15.36321 |
| 2017-12-01 | 18.27329 |
| 2018-01-01 | 17.53730 |
| 2018-02-01 | 26.62854 |
| 2018-03-01 | 17.59871 |
| 2018-04-01 | 17.05771 |
| 2018-05-01 | 15.94637 |
| 2018-06-01 | 12.34865 |
| 2018-07-01 | 12.57674 |
| 2018-08-01 | 14.98447 |
| 2018-09-01 | 18.33542 |
| 2018-10-01 | 24.36698 |
| 2018-11-01 | 22.66091 |
| 2018-12-01 | 39.39303 |
| 2019-01-01 | 38.00638 |
| 2019-02-01 | 16.67877 |
| 2019-03-01 | 20.77096 |
| 2019-04-01 | 18.80680 |
| 2019-05-01 | 19.52662 |
| 2019-06-01 | 19.79016 |
| 2019-07-01 | 21.44975 |
| 2019-08-01 | 30.88200 |
| 2019-09-01 | 16.24333 |
| 2019-10-01 | 13.92480 |
| 2019-11-01 | 18.75229 |
| 2019-12-01 | 21.40826 |
| 2020-01-01 | 15.69044 |
| 2020-02-01 | 24.44355 |
| 2020-03-01 | 63.36377 |
| 2020-04-01 | 38.31768 |
| 2020-05-01 | 35.74074 |
| 2020-06-01 | 37.04935 |
| 2020-07-01 | 28.31019 |
| 2020-08-01 | 29.67155 |
| 2020-09-01 | 20.93000 |
| 2020-10-01 | 30.43484 |
| 2020-11-01 | 20.49610 |
| 2020-12-01 | 22.38783 |
| 2021-01-01 | 26.75866 |
| 2021-02-01 | 24.27369 |
| 2021-03-01 | 29.48034 |
| 2021-04-01 | 24.67586 |
| 2021-05-01 | 19.78528 |
| 2021-06-01 | 21.95214 |
| 2021-07-01 | 16.62349 |
| 2021-08-01 | 19.64108 |
| 2021-09-01 | 23.48017 |
| 2021-10-01 | 19.68397 |
| 2021-11-01 | 14.13540 |
| 2021-12-01 | 16.69860 |
| 2022-01-01 | 20.49747 |
| 2022-02-01 | 23.02603 |
| 2022-03-01 | 23.04955 |
| 2022-04-01 | 20.31038 |
| 2022-05-01 | 27.86238 |
| 2022-06-01 | 17.10111 |
| 2022-07-01 | 24.53555 |
| 2022-08-01 | 14.14119 |
| 2022-09-01 | 16.86149 |
| 2022-10-01 | 20.86594 |
| 2022-11-01 | 17.70746 |
| 2022-12-01 | 21.67966 |
| 2023-01-01 | 20.09025 |
| 2023-02-01 | 18.82643 |
| 2023-03-01 | 31.19244 |
| 2023-04-01 | 21.04334 |
| 2023-05-01 | 23.96896 |
| 2023-06-01 | 18.83227 |
| 2023-07-01 | 18.10604 |
| 2023-08-01 | 17.28020 |
| 2023-09-01 | 19.57297 |
| 2023-10-01 | 16.60968 |
| 2023-11-01 | 18.76668 |
| 2023-12-01 | 17.59012 |
| 2024-01-01 | 19.29900 |
| 2024-02-01 | 17.11678 |
| 2024-03-01 | 21.21655 |
| 2024-04-01 | 17.94969 |
| 2024-05-01 | 14.81403 |
| 2024-06-01 | 18.09947 |
| 2024-07-01 | 20.32156 |
| 2024-08-01 | 19.70249 |
| 2024-09-01 | 22.13150 |
| 2024-10-01 | 19.71161 |
