Table Data - Equity Market Volatility Tracker: Regulation
| Title | Equity Market Volatility Tracker: Regulation |
|---|---|
| Series ID | EMVREGEMV |
| 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 | 3.06823 |
| 1985-02-01 | 1.69826 |
| 1985-03-01 | 3.80369 |
| 1985-04-01 | 2.85152 |
| 1985-05-01 | 2.24452 |
| 1985-06-01 | 1.84195 |
| 1985-07-01 | 2.37568 |
| 1985-08-01 | 2.43096 |
| 1985-09-01 | 3.34978 |
| 1985-10-01 | 1.56645 |
| 1985-11-01 | 2.58544 |
| 1985-12-01 | 2.50120 |
| 1986-01-01 | 2.23568 |
| 1986-02-01 | 2.58536 |
| 1986-03-01 | 2.66959 |
| 1986-04-01 | 2.67555 |
| 1986-05-01 | 2.08264 |
| 1986-06-01 | 3.65350 |
| 1986-07-01 | 3.71597 |
| 1986-08-01 | 2.57910 |
| 1986-09-01 | 4.34173 |
| 1986-10-01 | 2.75398 |
| 1986-11-01 | 5.82260 |
| 1986-12-01 | 3.55635 |
| 1987-01-01 | 3.74205 |
| 1987-02-01 | 3.17754 |
| 1987-03-01 | 4.21364 |
| 1987-04-01 | 3.49285 |
| 1987-05-01 | 3.88943 |
| 1987-06-01 | 3.64246 |
| 1987-07-01 | 3.93520 |
| 1987-08-01 | 3.49680 |
| 1987-09-01 | 2.69414 |
| 1987-10-01 | 12.95357 |
| 1987-11-01 | 12.83391 |
| 1987-12-01 | 8.45381 |
| 1988-01-01 | 8.55368 |
| 1988-02-01 | 6.78429 |
| 1988-03-01 | 4.33852 |
| 1988-04-01 | 6.23133 |
| 1988-05-01 | 7.94520 |
| 1988-06-01 | 5.16866 |
| 1988-07-01 | 5.10383 |
| 1988-08-01 | 3.66907 |
| 1988-09-01 | 3.97604 |
| 1988-10-01 | 6.57995 |
| 1988-11-01 | 4.66605 |
| 1988-12-01 | 3.63504 |
| 1989-01-01 | 5.08442 |
| 1989-02-01 | 3.53485 |
| 1989-03-01 | 2.77782 |
| 1989-04-01 | 3.17975 |
| 1989-05-01 | 3.80669 |
| 1989-06-01 | 4.04975 |
| 1989-07-01 | 4.11453 |
| 1989-08-01 | 4.06217 |
| 1989-09-01 | 3.47533 |
| 1989-10-01 | 6.91833 |
| 1989-11-01 | 4.31805 |
| 1989-12-01 | 4.47248 |
| 1990-01-01 | 3.51978 |
| 1990-02-01 | 5.33022 |
| 1990-03-01 | 5.65759 |
| 1990-04-01 | 4.03186 |
| 1990-05-01 | 3.48717 |
| 1990-06-01 | 3.62731 |
| 1990-07-01 | 4.84732 |
| 1990-08-01 | 3.28512 |
| 1990-09-01 | 4.03669 |
| 1990-10-01 | 3.90679 |
| 1990-11-01 | 4.19835 |
| 1990-12-01 | 3.82437 |
| 1991-01-01 | 4.74046 |
| 1991-02-01 | 4.67725 |
| 1991-03-01 | 2.86794 |
| 1991-04-01 | 3.88894 |
| 1991-05-01 | 3.08084 |
| 1991-06-01 | 4.33432 |
| 1991-07-01 | 4.17046 |
| 1991-08-01 | 3.51835 |
| 1991-09-01 | 3.79578 |
| 1991-10-01 | 3.55446 |
| 1991-11-01 | 4.67894 |
| 1991-12-01 | 3.56605 |
| 1992-01-01 | 4.24829 |
| 1992-02-01 | 4.46408 |
| 1992-03-01 | 3.73163 |
| 1992-04-01 | 3.94885 |
| 1992-05-01 | 3.24477 |
| 1992-06-01 | 3.65631 |
| 1992-07-01 | 3.46922 |
| 1992-08-01 | 2.72279 |
| 1992-09-01 | 2.81203 |
| 1992-10-01 | 4.08637 |
| 1992-11-01 | 3.61258 |
| 1992-12-01 | 3.06036 |
| 1993-01-01 | 2.93497 |
| 1993-02-01 | 2.68278 |
| 1993-03-01 | 3.46453 |
| 1993-04-01 | 3.43574 |
| 1993-05-01 | 2.98501 |
| 1993-06-01 | 2.77219 |
| 1993-07-01 | 2.69094 |
| 1993-08-01 | 4.15096 |
| 1993-09-01 | 3.22890 |
| 1993-10-01 | 3.14153 |
| 1993-11-01 | 2.62695 |
| 1993-12-01 | 2.86555 |
| 1994-01-01 | 3.05006 |
| 1994-02-01 | 3.48169 |
| 1994-03-01 | 3.85306 |
| 1994-04-01 | 4.99436 |
| 1994-05-01 | 3.99968 |
| 1994-06-01 | 3.49920 |
| 1994-07-01 | 3.02801 |
| 1994-08-01 | 3.41978 |
| 1994-09-01 | 4.05261 |
| 1994-10-01 | 5.00549 |
| 1994-11-01 | 2.98139 |
| 1994-12-01 | 5.08092 |
| 1995-01-01 | 4.02725 |
| 1995-02-01 | 4.58536 |
| 1995-03-01 | 4.25747 |
| 1995-04-01 | 2.05585 |
| 1995-05-01 | 2.81479 |
| 1995-06-01 | 2.71544 |
| 1995-07-01 | 3.65193 |
| 1995-08-01 | 2.86802 |
| 1995-09-01 | 2.69317 |
| 1995-10-01 | 2.96018 |
| 1995-11-01 | 3.35654 |
| 1995-12-01 | 2.60623 |
| 1996-01-01 | 3.64369 |
| 1996-02-01 | 3.70330 |
| 1996-03-01 | 4.41887 |
| 1996-04-01 | 2.92575 |
| 1996-05-01 | 3.89717 |
| 1996-06-01 | 3.89205 |
| 1996-07-01 | 3.74849 |
| 1996-08-01 | 3.81794 |
| 1996-09-01 | 3.43693 |
| 1996-10-01 | 3.44060 |
| 1996-11-01 | 3.84465 |
| 1996-12-01 | 4.27515 |
| 1997-01-01 | 3.34384 |
| 1997-02-01 | 3.56695 |
| 1997-03-01 | 3.94888 |
| 1997-04-01 | 4.71693 |
| 1997-05-01 | 4.08799 |
| 1997-06-01 | 6.78267 |
| 1997-07-01 | 3.74667 |
| 1997-08-01 | 4.20044 |
| 1997-09-01 | 4.41288 |
| 1997-10-01 | 5.91855 |
| 1997-11-01 | 5.24744 |
| 1997-12-01 | 5.86807 |
| 1998-01-01 | 5.81288 |
| 1998-02-01 | 4.28762 |
| 1998-03-01 | 4.01177 |
| 1998-04-01 | 4.69708 |
| 1998-05-01 | 6.21049 |
| 1998-06-01 | 4.94464 |
| 1998-07-01 | 4.92966 |
| 1998-08-01 | 6.89929 |
| 1998-09-01 | 8.00964 |
| 1998-10-01 | 8.07793 |
| 1998-11-01 | 5.88530 |
| 1998-12-01 | 5.83707 |
| 1999-01-01 | 6.66802 |
| 1999-02-01 | 4.52478 |
| 1999-03-01 | 5.64301 |
| 1999-04-01 | 5.00890 |
| 1999-05-01 | 5.35310 |
| 1999-06-01 | 4.70035 |
| 1999-07-01 | 5.21057 |
| 1999-08-01 | 5.45131 |
| 1999-09-01 | 5.60491 |
| 1999-10-01 | 6.23942 |
| 1999-11-01 | 5.07290 |
| 1999-12-01 | 4.49428 |
| 2000-01-01 | 4.44935 |
| 2000-02-01 | 3.39700 |
| 2000-03-01 | 5.14183 |
| 2000-04-01 | 6.29141 |
| 2000-05-01 | 5.60370 |
| 2000-06-01 | 4.13232 |
| 2000-07-01 | 3.97717 |
| 2000-08-01 | 3.19420 |
| 2000-09-01 | 4.23422 |
| 2000-10-01 | 4.48943 |
| 2000-11-01 | 5.37910 |
| 2000-12-01 | 8.41556 |
| 2001-01-01 | 5.29766 |
| 2001-02-01 | 4.42490 |
| 2001-03-01 | 4.80827 |
| 2001-04-01 | 4.43038 |
| 2001-05-01 | 3.52031 |
| 2001-06-01 | 2.54580 |
| 2001-07-01 | 5.00345 |
| 2001-08-01 | 3.67131 |
| 2001-09-01 | 7.25570 |
| 2001-10-01 | 5.04407 |
| 2001-11-01 | 6.31022 |
| 2001-12-01 | 5.04996 |
| 2002-01-01 | 7.34056 |
| 2002-02-01 | 9.07765 |
| 2002-03-01 | 4.74288 |
| 2002-04-01 | 4.63552 |
| 2002-05-01 | 4.89033 |
| 2002-06-01 | 7.50441 |
| 2002-07-01 | 15.22770 |
| 2002-08-01 | 9.85427 |
| 2002-09-01 | 6.49375 |
| 2002-10-01 | 6.33575 |
| 2002-11-01 | 6.82184 |
| 2002-12-01 | 6.09179 |
| 2003-01-01 | 4.94891 |
| 2003-02-01 | 4.84891 |
| 2003-03-01 | 5.85636 |
| 2003-04-01 | 5.58452 |
| 2003-05-01 | 4.69608 |
| 2003-06-01 | 5.14586 |
| 2003-07-01 | 5.14350 |
| 2003-08-01 | 3.07732 |
| 2003-09-01 | 4.21890 |
| 2003-10-01 | 3.91460 |
| 2003-11-01 | 3.54709 |
| 2003-12-01 | 3.81683 |
| 2004-01-01 | 3.54185 |
| 2004-02-01 | 3.27358 |
| 2004-03-01 | 3.43427 |
| 2004-04-01 | 5.05045 |
| 2004-05-01 | 4.12902 |
| 2004-06-01 | 3.49872 |
| 2004-07-01 | 4.44185 |
| 2004-08-01 | 4.23102 |
| 2004-09-01 | 3.88162 |
| 2004-10-01 | 3.89164 |
| 2004-11-01 | 4.39859 |
| 2004-12-01 | 4.38078 |
| 2005-01-01 | 4.54607 |
| 2005-02-01 | 3.09674 |
| 2005-03-01 | 4.42385 |
| 2005-04-01 | 5.41933 |
| 2005-05-01 | 4.45470 |
| 2005-06-01 | 4.54680 |
| 2005-07-01 | 3.12186 |
| 2005-08-01 | 4.45281 |
| 2005-09-01 | 2.97022 |
| 2005-10-01 | 4.44972 |
| 2005-11-01 | 3.36574 |
| 2005-12-01 | 2.79803 |
| 2006-01-01 | 3.63589 |
| 2006-02-01 | 2.88257 |
| 2006-03-01 | 3.34981 |
| 2006-04-01 | 2.72585 |
| 2006-05-01 | 3.48035 |
| 2006-06-01 | 2.50679 |
| 2006-07-01 | 3.11161 |
| 2006-08-01 | 3.90881 |
| 2006-09-01 | 2.90798 |
| 2006-10-01 | 3.40697 |
| 2006-11-01 | 3.59023 |
| 2006-12-01 | 3.90317 |
| 2007-01-01 | 3.47322 |
| 2007-02-01 | 4.47103 |
| 2007-03-01 | 6.52745 |
| 2007-04-01 | 4.86743 |
| 2007-05-01 | 4.05570 |
| 2007-06-01 | 5.31216 |
| 2007-07-01 | 5.78633 |
| 2007-08-01 | 7.65486 |
| 2007-09-01 | 5.30499 |
| 2007-10-01 | 3.90519 |
| 2007-11-01 | 4.51122 |
| 2007-12-01 | 4.16586 |
| 2008-01-01 | 6.02534 |
| 2008-02-01 | 6.07309 |
| 2008-03-01 | 8.34817 |
| 2008-04-01 | 5.89904 |
| 2008-05-01 | 4.36452 |
| 2008-06-01 | 4.78388 |
| 2008-07-01 | 9.97449 |
| 2008-08-01 | 4.53087 |
| 2008-09-01 | 21.16614 |
| 2008-10-01 | 18.92382 |
| 2008-11-01 | 10.15945 |
| 2008-12-01 | 8.73046 |
| 2009-01-01 | 8.52078 |
| 2009-02-01 | 10.77974 |
| 2009-03-01 | 11.55276 |
| 2009-04-01 | 8.12188 |
| 2009-05-01 | 8.99579 |
| 2009-06-01 | 8.10963 |
| 2009-07-01 | 7.22648 |
| 2009-08-01 | 6.18779 |
| 2009-09-01 | 5.66425 |
| 2009-10-01 | 5.59001 |
| 2009-11-01 | 4.65448 |
| 2009-12-01 | 5.50860 |
| 2010-01-01 | 7.81059 |
| 2010-02-01 | 6.37948 |
| 2010-03-01 | 5.52602 |
| 2010-04-01 | 8.88424 |
| 2010-05-01 | 11.18102 |
| 2010-06-01 | 8.35196 |
| 2010-07-01 | 8.05816 |
| 2010-08-01 | 4.73084 |
| 2010-09-01 | 5.97560 |
| 2010-10-01 | 5.50827 |
| 2010-11-01 | 5.34578 |
| 2010-12-01 | 4.39037 |
| 2011-01-01 | 6.47083 |
| 2011-02-01 | 2.83704 |
| 2011-03-01 | 4.28777 |
| 2011-04-01 | 4.54403 |
| 2011-05-01 | 4.27809 |
| 2011-06-01 | 5.27360 |
| 2011-07-01 | 7.37503 |
| 2011-08-01 | 11.55107 |
| 2011-09-01 | 6.91506 |
| 2011-10-01 | 7.87336 |
| 2011-11-01 | 6.35924 |
| 2011-12-01 | 6.62045 |
| 2012-01-01 | 6.52727 |
| 2012-02-01 | 5.33851 |
| 2012-03-01 | 5.14155 |
| 2012-04-01 | 5.29496 |
| 2012-05-01 | 7.95498 |
| 2012-06-01 | 6.77619 |
| 2012-07-01 | 6.76303 |
| 2012-08-01 | 5.43527 |
| 2012-09-01 | 4.57715 |
| 2012-10-01 | 4.58787 |
| 2012-11-01 | 4.67942 |
| 2012-12-01 | 5.25203 |
| 2013-01-01 | 5.28025 |
| 2013-02-01 | 6.60387 |
| 2013-03-01 | 5.21200 |
| 2013-04-01 | 5.44937 |
| 2013-05-01 | 4.92021 |
| 2013-06-01 | 4.09999 |
| 2013-07-01 | 5.24175 |
| 2013-08-01 | 4.38238 |
| 2013-09-01 | 7.08750 |
| 2013-10-01 | 4.96126 |
| 2013-11-01 | 4.62547 |
| 2013-12-01 | 5.97787 |
| 2014-01-01 | 5.48591 |
| 2014-02-01 | 4.05020 |
| 2014-03-01 | 5.24093 |
| 2014-04-01 | 5.57083 |
| 2014-05-01 | 5.08754 |
| 2014-06-01 | 4.36458 |
| 2014-07-01 | 4.88365 |
| 2014-08-01 | 4.72669 |
| 2014-09-01 | 3.69144 |
| 2014-10-01 | 4.87405 |
| 2014-11-01 | 4.56733 |
| 2014-12-01 | 5.04761 |
| 2015-01-01 | 7.10205 |
| 2015-02-01 | 4.38708 |
| 2015-03-01 | 4.59114 |
| 2015-04-01 | 4.34839 |
| 2015-05-01 | 3.84679 |
| 2015-06-01 | 5.53931 |
| 2015-07-01 | 9.07085 |
| 2015-08-01 | 5.86358 |
| 2015-09-01 | 6.15869 |
| 2015-10-01 | 6.59224 |
| 2015-11-01 | 4.99215 |
| 2015-12-01 | 4.99080 |
| 2016-01-01 | 4.98436 |
| 2016-02-01 | 6.42178 |
| 2016-03-01 | 4.04821 |
| 2016-04-01 | 3.72588 |
| 2016-05-01 | 4.27163 |
| 2016-06-01 | 4.21945 |
| 2016-07-01 | 3.67262 |
| 2016-08-01 | 4.30000 |
| 2016-09-01 | 4.47529 |
| 2016-10-01 | 5.15437 |
| 2016-11-01 | 8.49347 |
| 2016-12-01 | 5.38695 |
| 2017-01-01 | 7.98613 |
| 2017-02-01 | 5.52651 |
| 2017-03-01 | 3.70558 |
| 2017-04-01 | 6.38950 |
| 2017-05-01 | 3.67500 |
| 2017-06-01 | 4.95690 |
| 2017-07-01 | 3.97436 |
| 2017-08-01 | 4.24586 |
| 2017-09-01 | 2.84501 |
| 2017-10-01 | 3.75714 |
| 2017-11-01 | 4.05589 |
| 2017-12-01 | 7.09113 |
| 2018-01-01 | 4.56450 |
| 2018-02-01 | 6.38103 |
| 2018-03-01 | 5.02820 |
| 2018-04-01 | 5.20052 |
| 2018-05-01 | 4.72013 |
| 2018-06-01 | 3.85187 |
| 2018-07-01 | 2.82095 |
| 2018-08-01 | 3.37996 |
| 2018-09-01 | 6.16317 |
| 2018-10-01 | 4.51681 |
| 2018-11-01 | 3.65008 |
| 2018-12-01 | 7.99935 |
| 2019-01-01 | 6.35904 |
| 2019-02-01 | 3.63673 |
| 2019-03-01 | 5.59785 |
| 2019-04-01 | 4.97370 |
| 2019-05-01 | 4.66119 |
| 2019-06-01 | 4.29018 |
| 2019-07-01 | 5.44756 |
| 2019-08-01 | 5.85441 |
| 2019-09-01 | 4.53642 |
| 2019-10-01 | 2.55111 |
| 2019-11-01 | 4.05049 |
| 2019-12-01 | 6.29655 |
| 2020-01-01 | 3.69187 |
| 2020-02-01 | 4.52038 |
| 2020-03-01 | 10.64249 |
| 2020-04-01 | 5.80038 |
| 2020-05-01 | 6.27031 |
| 2020-06-01 | 6.14386 |
| 2020-07-01 | 7.31087 |
| 2020-08-01 | 5.21698 |
| 2020-09-01 | 3.84743 |
| 2020-10-01 | 8.76936 |
| 2020-11-01 | 6.88302 |
| 2020-12-01 | 6.78419 |
| 2021-01-01 | 9.94873 |
| 2021-02-01 | 8.03764 |
| 2021-03-01 | 10.41425 |
| 2021-04-01 | 8.54785 |
| 2021-05-01 | 5.52147 |
| 2021-06-01 | 6.29635 |
| 2021-07-01 | 5.58161 |
| 2021-08-01 | 7.23619 |
| 2021-09-01 | 6.75688 |
| 2021-10-01 | 5.00166 |
| 2021-11-01 | 5.28293 |
| 2021-12-01 | 6.41107 |
| 2022-01-01 | 4.07042 |
| 2022-02-01 | 4.73138 |
| 2022-03-01 | 6.83446 |
| 2022-04-01 | 4.76024 |
| 2022-05-01 | 7.11702 |
| 2022-06-01 | 4.24214 |
| 2022-07-01 | 5.09830 |
| 2022-08-01 | 3.91602 |
| 2022-09-01 | 2.81025 |
| 2022-10-01 | 3.76746 |
| 2022-11-01 | 3.29441 |
| 2022-12-01 | 4.94169 |
| 2023-01-01 | 4.53163 |
| 2023-02-01 | 4.26259 |
| 2023-03-01 | 14.59001 |
| 2023-04-01 | 6.21735 |
| 2023-05-01 | 6.11973 |
| 2023-06-01 | 4.99632 |
| 2023-07-01 | 5.57109 |
| 2023-08-01 | 4.63615 |
| 2023-09-01 | 4.89324 |
| 2023-10-01 | 4.10961 |
| 2023-11-01 | 5.07804 |
| 2023-12-01 | 4.81414 |
| 2024-01-01 | 6.19693 |
| 2024-02-01 | 5.32522 |
| 2024-03-01 | 7.91126 |
| 2024-04-01 | 4.02610 |
| 2024-05-01 | 3.58655 |
| 2024-06-01 | 7.46370 |
| 2024-07-01 | 5.96394 |
| 2024-08-01 | 4.88622 |
| 2024-09-01 | 5.53288 |
| 2024-10-01 | 6.63559 |
