Table Data - Equity Market Volatility Tracker: Policy Related
Title | Equity Market Volatility Tracker: Policy Related |
---|---|
Series ID | EMVPOLRLTDEMV |
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 2024-11-01 |
Last Updated | 2024-12-13 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 | 5.39764 |
1985-02-01 | 4.26977 |
1985-03-01 | 4.87383 |
1985-04-01 | 4.49675 |
1985-05-01 | 4.31604 |
1985-06-01 | 3.77556 |
1985-07-01 | 4.31141 |
1985-08-01 | 4.34787 |
1985-09-01 | 5.42730 |
1985-10-01 | 4.09709 |
1985-11-01 | 5.00252 |
1985-12-01 | 5.22168 |
1986-01-01 | 4.16726 |
1986-02-01 | 5.23498 |
1986-03-01 | 6.07476 |
1986-04-01 | 4.51699 |
1986-05-01 | 4.13865 |
1986-06-01 | 5.51863 |
1986-07-01 | 6.08543 |
1986-08-01 | 5.25225 |
1986-09-01 | 7.68187 |
1986-10-01 | 6.00472 |
1986-11-01 | 7.27670 |
1986-12-01 | 5.86661 |
1987-01-01 | 7.46459 |
1987-02-01 | 5.38258 |
1987-03-01 | 6.77370 |
1987-04-01 | 6.96611 |
1987-05-01 | 6.43832 |
1987-06-01 | 6.10839 |
1987-07-01 | 5.12526 |
1987-08-01 | 5.10009 |
1987-09-01 | 4.92882 |
1987-10-01 | 27.34232 |
1987-11-01 | 26.34584 |
1987-12-01 | 17.14322 |
1988-01-01 | 16.77573 |
1988-02-01 | 12.65716 |
1988-03-01 | 7.34853 |
1988-04-01 | 9.60050 |
1988-05-01 | 11.03154 |
1988-06-01 | 7.68132 |
1988-07-01 | 8.57630 |
1988-08-01 | 7.44947 |
1988-09-01 | 6.44889 |
1988-10-01 | 10.95971 |
1988-11-01 | 8.27652 |
1988-12-01 | 7.32579 |
1989-01-01 | 8.92870 |
1989-02-01 | 6.90033 |
1989-03-01 | 4.95481 |
1989-04-01 | 5.70043 |
1989-05-01 | 5.41220 |
1989-06-01 | 6.34542 |
1989-07-01 | 7.26497 |
1989-08-01 | 6.19465 |
1989-09-01 | 5.85853 |
1989-10-01 | 12.58689 |
1989-11-01 | 8.23334 |
1989-12-01 | 8.42136 |
1990-01-01 | 7.96969 |
1990-02-01 | 9.68567 |
1990-03-01 | 8.74001 |
1990-04-01 | 6.80797 |
1990-05-01 | 6.05450 |
1990-06-01 | 6.35694 |
1990-07-01 | 8.68421 |
1990-08-01 | 6.95756 |
1990-09-01 | 7.80681 |
1990-10-01 | 9.49504 |
1990-11-01 | 7.02288 |
1990-12-01 | 8.37677 |
1991-01-01 | 10.55438 |
1991-02-01 | 9.59808 |
1991-03-01 | 6.49537 |
1991-04-01 | 7.84671 |
1991-05-01 | 6.50792 |
1991-06-01 | 7.43222 |
1991-07-01 | 6.63833 |
1991-08-01 | 7.12054 |
1991-09-01 | 6.42421 |
1991-10-01 | 6.33590 |
1991-11-01 | 9.40739 |
1991-12-01 | 7.46686 |
1992-01-01 | 9.74655 |
1992-02-01 | 8.06288 |
1992-03-01 | 7.75580 |
1992-04-01 | 7.90660 |
1992-05-01 | 6.64283 |
1992-06-01 | 7.45751 |
1992-07-01 | 8.83646 |
1992-08-01 | 5.75499 |
1992-09-01 | 6.55895 |
1992-10-01 | 8.89884 |
1992-11-01 | 7.19779 |
1992-12-01 | 5.43156 |
1993-01-01 | 6.78623 |
1993-02-01 | 8.67332 |
1993-03-01 | 7.53782 |
1993-04-01 | 6.10270 |
1993-05-01 | 6.99513 |
1993-06-01 | 7.13689 |
1993-07-01 | 6.37152 |
1993-08-01 | 8.04029 |
1993-09-01 | 7.10149 |
1993-10-01 | 6.39787 |
1993-11-01 | 6.63397 |
1993-12-01 | 6.12776 |
1994-01-01 | 6.97902 |
1994-02-01 | 6.75504 |
1994-03-01 | 9.28503 |
1994-04-01 | 12.42354 |
1994-05-01 | 8.07518 |
1994-06-01 | 6.50177 |
1994-07-01 | 7.50928 |
1994-08-01 | 7.90669 |
1994-09-01 | 7.04381 |
1994-10-01 | 7.21869 |
1994-11-01 | 7.43774 |
1994-12-01 | 9.45060 |
1995-01-01 | 10.13152 |
1995-02-01 | 10.70796 |
1995-03-01 | 8.91832 |
1995-04-01 | 6.00909 |
1995-05-01 | 5.53493 |
1995-06-01 | 7.15991 |
1995-07-01 | 9.06609 |
1995-08-01 | 6.28845 |
1995-09-01 | 5.41079 |
1995-10-01 | 8.13459 |
1995-11-01 | 7.92405 |
1995-12-01 | 9.65320 |
1996-01-01 | 11.73614 |
1996-02-01 | 8.34624 |
1996-03-01 | 10.44804 |
1996-04-01 | 5.83245 |
1996-05-01 | 7.22463 |
1996-06-01 | 9.33620 |
1996-07-01 | 11.67513 |
1996-08-01 | 9.12694 |
1996-09-01 | 7.56488 |
1996-10-01 | 8.35103 |
1996-11-01 | 6.84573 |
1996-12-01 | 10.72973 |
1997-01-01 | 10.74769 |
1997-02-01 | 9.08722 |
1997-03-01 | 11.01306 |
1997-04-01 | 11.59894 |
1997-05-01 | 8.73162 |
1997-06-01 | 10.08001 |
1997-07-01 | 9.20984 |
1997-08-01 | 9.97354 |
1997-09-01 | 9.05228 |
1997-10-01 | 14.14989 |
1997-11-01 | 12.76441 |
1997-12-01 | 11.95825 |
1998-01-01 | 13.29622 |
1998-02-01 | 9.46475 |
1998-03-01 | 8.30584 |
1998-04-01 | 10.17287 |
1998-05-01 | 12.04424 |
1998-06-01 | 10.60237 |
1998-07-01 | 11.61273 |
1998-08-01 | 17.12012 |
1998-09-01 | 22.95199 |
1998-10-01 | 19.64333 |
1998-11-01 | 14.73323 |
1998-12-01 | 12.58041 |
1999-01-01 | 17.67583 |
1999-02-01 | 10.09365 |
1999-03-01 | 11.60654 |
1999-04-01 | 9.42613 |
1999-05-01 | 9.65312 |
1999-06-01 | 9.44852 |
1999-07-01 | 11.12389 |
1999-08-01 | 12.48443 |
1999-09-01 | 10.55693 |
1999-10-01 | 12.41265 |
1999-11-01 | 9.25688 |
1999-12-01 | 8.49501 |
2000-01-01 | 12.52130 |
2000-02-01 | 10.17448 |
2000-03-01 | 11.68826 |
2000-04-01 | 19.54485 |
2000-05-01 | 18.32856 |
2000-06-01 | 12.08531 |
2000-07-01 | 9.19857 |
2000-08-01 | 8.94172 |
2000-09-01 | 8.49801 |
2000-10-01 | 13.19219 |
2000-11-01 | 15.21385 |
2000-12-01 | 17.73064 |
2001-01-01 | 14.33329 |
2001-02-01 | 11.05421 |
2001-03-01 | 14.99945 |
2001-04-01 | 13.57131 |
2001-05-01 | 11.45036 |
2001-06-01 | 8.17753 |
2001-07-01 | 12.43226 |
2001-08-01 | 10.01011 |
2001-09-01 | 24.28420 |
2001-10-01 | 16.60812 |
2001-11-01 | 14.02709 |
2001-12-01 | 12.75619 |
2002-01-01 | 15.95521 |
2002-02-01 | 13.37831 |
2002-03-01 | 8.66907 |
2002-04-01 | 9.93677 |
2002-05-01 | 9.08263 |
2002-06-01 | 13.32918 |
2002-07-01 | 27.88477 |
2002-08-01 | 21.00187 |
2002-09-01 | 17.53279 |
2002-10-01 | 16.67245 |
2002-11-01 | 13.17865 |
2002-12-01 | 13.67665 |
2003-01-01 | 14.52165 |
2003-02-01 | 12.13023 |
2003-03-01 | 15.68872 |
2003-04-01 | 13.71780 |
2003-05-01 | 11.17112 |
2003-06-01 | 11.40395 |
2003-07-01 | 10.98249 |
2003-08-01 | 9.49604 |
2003-09-01 | 7.74208 |
2003-10-01 | 7.45639 |
2003-11-01 | 6.70031 |
2003-12-01 | 7.76446 |
2004-01-01 | 9.50518 |
2004-02-01 | 7.61079 |
2004-03-01 | 7.60484 |
2004-04-01 | 8.18853 |
2004-05-01 | 7.96517 |
2004-06-01 | 7.07298 |
2004-07-01 | 8.48228 |
2004-08-01 | 7.98639 |
2004-09-01 | 7.44646 |
2004-10-01 | 8.01056 |
2004-11-01 | 7.22302 |
2004-12-01 | 8.93865 |
2005-01-01 | 8.88087 |
2005-02-01 | 7.93507 |
2005-03-01 | 8.00536 |
2005-04-01 | 9.30486 |
2005-05-01 | 7.88867 |
2005-06-01 | 8.01283 |
2005-07-01 | 6.77637 |
2005-08-01 | 7.62266 |
2005-09-01 | 5.88475 |
2005-10-01 | 6.98243 |
2005-11-01 | 6.32398 |
2005-12-01 | 6.27545 |
2006-01-01 | 8.57280 |
2006-02-01 | 5.81046 |
2006-03-01 | 6.43885 |
2006-04-01 | 6.28458 |
2006-05-01 | 7.68951 |
2006-06-01 | 7.12515 |
2006-07-01 | 8.46631 |
2006-08-01 | 7.86368 |
2006-09-01 | 6.50862 |
2006-10-01 | 6.63327 |
2006-11-01 | 6.14505 |
2006-12-01 | 7.17680 |
2007-01-01 | 6.97891 |
2007-02-01 | 6.72067 |
2007-03-01 | 12.27077 |
2007-04-01 | 9.25233 |
2007-05-01 | 8.22114 |
2007-06-01 | 9.04484 |
2007-07-01 | 10.73258 |
2007-08-01 | 18.52942 |
2007-09-01 | 11.47092 |
2007-10-01 | 10.17940 |
2007-11-01 | 9.54119 |
2007-12-01 | 12.03148 |
2008-01-01 | 16.80575 |
2008-02-01 | 10.86689 |
2008-03-01 | 15.17801 |
2008-04-01 | 11.39108 |
2008-05-01 | 8.33963 |
2008-06-01 | 7.99625 |
2008-07-01 | 14.15771 |
2008-08-01 | 8.59802 |
2008-09-01 | 29.66393 |
2008-10-01 | 32.50866 |
2008-11-01 | 18.00521 |
2008-12-01 | 14.14637 |
2009-01-01 | 14.69202 |
2009-02-01 | 16.05532 |
2009-03-01 | 16.79814 |
2009-04-01 | 11.43718 |
2009-05-01 | 12.90257 |
2009-06-01 | 9.94840 |
2009-07-01 | 8.29737 |
2009-08-01 | 7.82697 |
2009-09-01 | 7.69701 |
2009-10-01 | 8.65594 |
2009-11-01 | 8.17851 |
2009-12-01 | 7.41601 |
2010-01-01 | 10.56047 |
2010-02-01 | 8.41929 |
2010-03-01 | 7.90571 |
2010-04-01 | 9.62773 |
2010-05-01 | 12.96357 |
2010-06-01 | 10.52798 |
2010-07-01 | 10.28612 |
2010-08-01 | 7.49532 |
2010-09-01 | 8.39514 |
2010-10-01 | 8.08594 |
2010-11-01 | 8.20011 |
2010-12-01 | 7.19186 |
2011-01-01 | 9.50412 |
2011-02-01 | 6.31991 |
2011-03-01 | 7.97197 |
2011-04-01 | 8.75783 |
2011-05-01 | 6.76271 |
2011-06-01 | 9.71208 |
2011-07-01 | 13.43542 |
2011-08-01 | 29.75177 |
2011-09-01 | 13.67373 |
2011-10-01 | 14.69716 |
2011-11-01 | 10.48506 |
2011-12-01 | 10.93248 |
2012-01-01 | 10.53680 |
2012-02-01 | 9.64464 |
2012-03-01 | 7.73576 |
2012-04-01 | 8.51150 |
2012-05-01 | 11.27388 |
2012-06-01 | 10.15877 |
2012-07-01 | 9.89987 |
2012-08-01 | 8.52364 |
2012-09-01 | 8.85030 |
2012-10-01 | 8.29351 |
2012-11-01 | 9.08518 |
2012-12-01 | 10.20878 |
2013-01-01 | 10.10954 |
2013-02-01 | 8.78527 |
2013-03-01 | 9.23159 |
2013-04-01 | 8.42378 |
2013-05-01 | 6.91926 |
2013-06-01 | 8.47081 |
2013-07-01 | 6.16802 |
2013-08-01 | 6.73826 |
2013-09-01 | 9.52176 |
2013-10-01 | 10.68031 |
2013-11-01 | 8.30344 |
2013-12-01 | 7.86180 |
2014-01-01 | 8.48032 |
2014-02-01 | 6.16869 |
2014-03-01 | 6.98212 |
2014-04-01 | 8.41580 |
2014-05-01 | 6.33596 |
2014-06-01 | 5.85878 |
2014-07-01 | 4.98927 |
2014-08-01 | 5.82711 |
2014-09-01 | 5.77425 |
2014-10-01 | 9.41059 |
2014-11-01 | 6.21247 |
2014-12-01 | 6.16490 |
2015-01-01 | 10.02481 |
2015-02-01 | 5.39710 |
2015-03-01 | 4.64531 |
2015-04-01 | 7.30049 |
2015-05-01 | 5.16921 |
2015-06-01 | 8.15444 |
2015-07-01 | 11.11304 |
2015-08-01 | 11.86774 |
2015-09-01 | 11.39050 |
2015-10-01 | 10.06214 |
2015-11-01 | 6.36022 |
2015-12-01 | 7.67958 |
2016-01-01 | 11.43638 |
2016-02-01 | 8.83439 |
2016-03-01 | 7.51496 |
2016-04-01 | 6.40334 |
2016-05-01 | 7.16759 |
2016-06-01 | 9.84721 |
2016-07-01 | 8.25501 |
2016-08-01 | 6.12303 |
2016-09-01 | 6.34614 |
2016-10-01 | 7.39269 |
2016-11-01 | 11.10598 |
2016-12-01 | 6.29495 |
2017-01-01 | 9.72435 |
2017-02-01 | 7.82991 |
2017-03-01 | 9.00334 |
2017-04-01 | 9.31764 |
2017-05-01 | 5.60266 |
2017-06-01 | 6.14932 |
2017-07-01 | 7.30911 |
2017-08-01 | 7.89166 |
2017-09-01 | 6.05517 |
2017-10-01 | 6.64085 |
2017-11-01 | 6.24992 |
2017-12-01 | 10.01208 |
2018-01-01 | 9.07829 |
2018-02-01 | 12.83932 |
2018-03-01 | 10.72085 |
2018-04-01 | 8.71971 |
2018-05-01 | 10.08025 |
2018-06-01 | 4.43096 |
2018-07-01 | 7.32089 |
2018-08-01 | 7.92433 |
2018-09-01 | 10.14334 |
2018-10-01 | 13.40439 |
2018-11-01 | 13.61114 |
2018-12-01 | 22.71017 |
2019-01-01 | 21.57193 |
2019-02-01 | 9.46490 |
2019-03-01 | 11.00795 |
2019-04-01 | 9.52946 |
2019-05-01 | 10.96458 |
2019-06-01 | 10.99002 |
2019-07-01 | 10.72166 |
2019-08-01 | 18.33559 |
2019-09-01 | 9.96460 |
2019-10-01 | 6.34905 |
2019-11-01 | 9.74628 |
2019-12-01 | 11.21409 |
2020-01-01 | 8.41089 |
2020-02-01 | 12.17008 |
2020-03-01 | 29.19387 |
2020-04-01 | 16.96604 |
2020-05-01 | 15.69162 |
2020-06-01 | 14.27653 |
2020-07-01 | 13.38029 |
2020-08-01 | 14.02318 |
2020-09-01 | 8.98830 |
2020-10-01 | 16.43432 |
2020-11-01 | 10.10573 |
2020-12-01 | 10.25746 |
2021-01-01 | 13.17925 |
2021-02-01 | 11.33466 |
2021-03-01 | 16.06824 |
2021-04-01 | 12.84928 |
2021-05-01 | 8.77569 |
2021-06-01 | 10.09156 |
2021-07-01 | 7.24850 |
2021-08-01 | 9.05138 |
2021-09-01 | 12.54726 |
2021-10-01 | 9.34336 |
2021-11-01 | 5.43151 |
2021-12-01 | 6.93222 |
2022-01-01 | 10.12821 |
2022-02-01 | 10.64506 |
2022-03-01 | 11.76543 |
2022-04-01 | 8.49948 |
2022-05-01 | 14.93488 |
2022-06-01 | 8.36704 |
2022-07-01 | 10.30505 |
2022-08-01 | 5.61621 |
2022-09-01 | 6.66747 |
2022-10-01 | 8.82826 |
2022-11-01 | 8.04689 |
2022-12-01 | 9.27309 |
2023-01-01 | 7.78964 |
2023-02-01 | 7.47918 |
2023-03-01 | 16.45533 |
2023-04-01 | 9.31264 |
2023-05-01 | 11.02575 |
2023-06-01 | 8.03915 |
2023-07-01 | 7.96388 |
2023-08-01 | 9.60202 |
2023-09-01 | 9.05815 |
2023-10-01 | 8.21229 |
2023-11-01 | 9.31077 |
2023-12-01 | 8.91325 |
2024-01-01 | 9.50729 |
2024-02-01 | 8.14476 |
2024-03-01 | 10.91330 |
2024-04-01 | 7.69291 |
2024-05-01 | 9.62107 |
2024-06-01 | 6.57438 |
2024-07-01 | 8.82475 |
2024-08-01 | 8.01559 |
2024-09-01 | 8.98622 |
2024-10-01 | 9.90743 |
2024-11-01 | 10.63542 |