Table Data - Equity Market Volatility Tracker: Taxes
| Title | Equity Market Volatility Tracker: Taxes |
|---|---|
| Series ID | EMVTAXESEMV |
| 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 | 4.11789 |
| 1985-02-01 | 4.28609 |
| 1985-03-01 | 5.12672 |
| 1985-04-01 | 3.70698 |
| 1985-05-01 | 4.75310 |
| 1985-06-01 | 3.09185 |
| 1985-07-01 | 3.68640 |
| 1985-08-01 | 3.26922 |
| 1985-09-01 | 4.58775 |
| 1985-10-01 | 4.51137 |
| 1985-11-01 | 3.87816 |
| 1985-12-01 | 4.48934 |
| 1986-01-01 | 3.61655 |
| 1986-02-01 | 4.44358 |
| 1986-03-01 | 6.87419 |
| 1986-04-01 | 4.11121 |
| 1986-05-01 | 4.92890 |
| 1986-06-01 | 4.93223 |
| 1986-07-01 | 5.17322 |
| 1986-08-01 | 5.15820 |
| 1986-09-01 | 6.54705 |
| 1986-10-01 | 5.44392 |
| 1986-11-01 | 5.50956 |
| 1986-12-01 | 5.13047 |
| 1987-01-01 | 6.59314 |
| 1987-02-01 | 4.47209 |
| 1987-03-01 | 5.63574 |
| 1987-04-01 | 5.84050 |
| 1987-05-01 | 5.39876 |
| 1987-06-01 | 5.02218 |
| 1987-07-01 | 3.98911 |
| 1987-08-01 | 3.86214 |
| 1987-09-01 | 3.77179 |
| 1987-10-01 | 17.61905 |
| 1987-11-01 | 17.33703 |
| 1987-12-01 | 10.63544 |
| 1988-01-01 | 9.92446 |
| 1988-02-01 | 6.01210 |
| 1988-03-01 | 4.03583 |
| 1988-04-01 | 5.84532 |
| 1988-05-01 | 6.06925 |
| 1988-06-01 | 6.33414 |
| 1988-07-01 | 5.10383 |
| 1988-08-01 | 4.80216 |
| 1988-09-01 | 3.97604 |
| 1988-10-01 | 6.57995 |
| 1988-11-01 | 6.39045 |
| 1988-12-01 | 5.42766 |
| 1989-01-01 | 7.38061 |
| 1989-02-01 | 5.41630 |
| 1989-03-01 | 3.36982 |
| 1989-04-01 | 4.19358 |
| 1989-05-01 | 3.75660 |
| 1989-06-01 | 4.14975 |
| 1989-07-01 | 3.59371 |
| 1989-08-01 | 4.00941 |
| 1989-09-01 | 4.74799 |
| 1989-10-01 | 5.82846 |
| 1989-11-01 | 4.76994 |
| 1989-12-01 | 5.47753 |
| 1990-01-01 | 4.43588 |
| 1990-02-01 | 5.27099 |
| 1990-03-01 | 4.05386 |
| 1990-04-01 | 3.68343 |
| 1990-05-01 | 3.61321 |
| 1990-06-01 | 2.84302 |
| 1990-07-01 | 4.28368 |
| 1990-08-01 | 4.09450 |
| 1990-09-01 | 4.08715 |
| 1990-10-01 | 6.99110 |
| 1990-11-01 | 4.71725 |
| 1990-12-01 | 4.52461 |
| 1991-01-01 | 4.94883 |
| 1991-02-01 | 5.39183 |
| 1991-03-01 | 3.51729 |
| 1991-04-01 | 3.77939 |
| 1991-05-01 | 3.96854 |
| 1991-06-01 | 4.71838 |
| 1991-07-01 | 4.28472 |
| 1991-08-01 | 3.93845 |
| 1991-09-01 | 4.42841 |
| 1991-10-01 | 3.96657 |
| 1991-11-01 | 7.12722 |
| 1991-12-01 | 5.85850 |
| 1992-01-01 | 6.95176 |
| 1992-02-01 | 6.49835 |
| 1992-03-01 | 5.62300 |
| 1992-04-01 | 4.64257 |
| 1992-05-01 | 3.98947 |
| 1992-06-01 | 3.98374 |
| 1992-07-01 | 5.15427 |
| 1992-08-01 | 3.73286 |
| 1992-09-01 | 5.06165 |
| 1992-10-01 | 5.26797 |
| 1992-11-01 | 4.86494 |
| 1992-12-01 | 3.49755 |
| 1993-01-01 | 6.49081 |
| 1993-02-01 | 7.98873 |
| 1993-03-01 | 6.54412 |
| 1993-04-01 | 4.96273 |
| 1993-05-01 | 5.05156 |
| 1993-06-01 | 5.37466 |
| 1993-07-01 | 4.75209 |
| 1993-08-01 | 6.70978 |
| 1993-09-01 | 5.07398 |
| 1993-10-01 | 4.12004 |
| 1993-11-01 | 4.50335 |
| 1993-12-01 | 4.98818 |
| 1994-01-01 | 6.15181 |
| 1994-02-01 | 4.17802 |
| 1994-03-01 | 4.98329 |
| 1994-04-01 | 7.17581 |
| 1994-05-01 | 4.70848 |
| 1994-06-01 | 4.73131 |
| 1994-07-01 | 4.97050 |
| 1994-08-01 | 4.64477 |
| 1994-09-01 | 4.33404 |
| 1994-10-01 | 5.55610 |
| 1994-11-01 | 4.70746 |
| 1994-12-01 | 8.33270 |
| 1995-01-01 | 6.31298 |
| 1995-02-01 | 6.72101 |
| 1995-03-01 | 4.63955 |
| 1995-04-01 | 4.43630 |
| 1995-05-01 | 2.81479 |
| 1995-06-01 | 3.40875 |
| 1995-07-01 | 4.74751 |
| 1995-08-01 | 4.01522 |
| 1995-09-01 | 3.77043 |
| 1995-10-01 | 4.71436 |
| 1995-11-01 | 4.47539 |
| 1995-12-01 | 6.54588 |
| 1996-01-01 | 7.68488 |
| 1996-02-01 | 5.14695 |
| 1996-03-01 | 6.68644 |
| 1996-04-01 | 4.38862 |
| 1996-05-01 | 4.28689 |
| 1996-06-01 | 6.16741 |
| 1996-07-01 | 7.30955 |
| 1996-08-01 | 5.06973 |
| 1996-09-01 | 4.10214 |
| 1996-10-01 | 6.38177 |
| 1996-11-01 | 4.56552 |
| 1996-12-01 | 7.83777 |
| 1997-01-01 | 8.44184 |
| 1997-02-01 | 6.58514 |
| 1997-03-01 | 7.00269 |
| 1997-04-01 | 8.04653 |
| 1997-05-01 | 6.39403 |
| 1997-06-01 | 7.93940 |
| 1997-07-01 | 6.74401 |
| 1997-08-01 | 6.61569 |
| 1997-09-01 | 6.59453 |
| 1997-10-01 | 9.98129 |
| 1997-11-01 | 9.04015 |
| 1997-12-01 | 7.47789 |
| 1998-01-01 | 10.39918 |
| 1998-02-01 | 6.53601 |
| 1998-03-01 | 6.44588 |
| 1998-04-01 | 8.85595 |
| 1998-05-01 | 8.86497 |
| 1998-06-01 | 8.37987 |
| 1998-07-01 | 10.54109 |
| 1998-08-01 | 12.75822 |
| 1998-09-01 | 13.03530 |
| 1998-10-01 | 12.09117 |
| 1998-11-01 | 10.35587 |
| 1998-12-01 | 8.70349 |
| 1999-01-01 | 12.77096 |
| 1999-02-01 | 6.84103 |
| 1999-03-01 | 8.23574 |
| 1999-04-01 | 7.46518 |
| 1999-05-01 | 6.22117 |
| 1999-06-01 | 6.20046 |
| 1999-07-01 | 7.15068 |
| 1999-08-01 | 6.63638 |
| 1999-09-01 | 5.87438 |
| 1999-10-01 | 7.81238 |
| 1999-11-01 | 5.38996 |
| 1999-12-01 | 5.71038 |
| 2000-01-01 | 6.26422 |
| 2000-02-01 | 4.50981 |
| 2000-03-01 | 5.81987 |
| 2000-04-01 | 9.83415 |
| 2000-05-01 | 10.46405 |
| 2000-06-01 | 5.68194 |
| 2000-07-01 | 5.96575 |
| 2000-08-01 | 4.57835 |
| 2000-09-01 | 4.71659 |
| 2000-10-01 | 8.34505 |
| 2000-11-01 | 7.78849 |
| 2000-12-01 | 10.50363 |
| 2001-01-01 | 8.38796 |
| 2001-02-01 | 5.76917 |
| 2001-03-01 | 9.30296 |
| 2001-04-01 | 7.96413 |
| 2001-05-01 | 6.87815 |
| 2001-06-01 | 4.65827 |
| 2001-07-01 | 8.09547 |
| 2001-08-01 | 6.17448 |
| 2001-09-01 | 12.76226 |
| 2001-10-01 | 10.19108 |
| 2001-11-01 | 7.46806 |
| 2001-12-01 | 7.06994 |
| 2002-01-01 | 9.76769 |
| 2002-02-01 | 6.86643 |
| 2002-03-01 | 4.27380 |
| 2002-04-01 | 5.55117 |
| 2002-05-01 | 4.19171 |
| 2002-06-01 | 6.85950 |
| 2002-07-01 | 17.32807 |
| 2002-08-01 | 11.36526 |
| 2002-09-01 | 9.11623 |
| 2002-10-01 | 8.80562 |
| 2002-11-01 | 7.67457 |
| 2002-12-01 | 8.77441 |
| 2003-01-01 | 11.93237 |
| 2003-02-01 | 7.03092 |
| 2003-03-01 | 7.68311 |
| 2003-04-01 | 8.21569 |
| 2003-05-01 | 7.25757 |
| 2003-06-01 | 7.37396 |
| 2003-07-01 | 7.43571 |
| 2003-08-01 | 5.77672 |
| 2003-09-01 | 5.01996 |
| 2003-10-01 | 4.90450 |
| 2003-11-01 | 4.69749 |
| 2003-12-01 | 4.50598 |
| 2004-01-01 | 6.13216 |
| 2004-02-01 | 3.74124 |
| 2004-03-01 | 4.20819 |
| 2004-04-01 | 5.15352 |
| 2004-05-01 | 4.18129 |
| 2004-06-01 | 4.17757 |
| 2004-07-01 | 5.82993 |
| 2004-08-01 | 4.17942 |
| 2004-09-01 | 4.49451 |
| 2004-10-01 | 5.23875 |
| 2004-11-01 | 4.86987 |
| 2004-12-01 | 6.18463 |
| 2005-01-01 | 6.16593 |
| 2005-02-01 | 5.80638 |
| 2005-03-01 | 4.32768 |
| 2005-04-01 | 5.57271 |
| 2005-05-01 | 3.84026 |
| 2005-06-01 | 4.80811 |
| 2005-07-01 | 3.87867 |
| 2005-08-01 | 4.28155 |
| 2005-09-01 | 2.97022 |
| 2005-10-01 | 3.58702 |
| 2005-11-01 | 2.69259 |
| 2005-12-01 | 3.69340 |
| 2006-01-01 | 4.48805 |
| 2006-02-01 | 3.28715 |
| 2006-03-01 | 3.30328 |
| 2006-04-01 | 3.60202 |
| 2006-05-01 | 3.79674 |
| 2006-06-01 | 3.70322 |
| 2006-07-01 | 4.37931 |
| 2006-08-01 | 3.46209 |
| 2006-09-01 | 3.25300 |
| 2006-10-01 | 3.83884 |
| 2006-11-01 | 3.32753 |
| 2006-12-01 | 4.27938 |
| 2007-01-01 | 3.78897 |
| 2007-02-01 | 3.35327 |
| 2007-03-01 | 5.14841 |
| 2007-04-01 | 4.86743 |
| 2007-05-01 | 4.73924 |
| 2007-06-01 | 6.15093 |
| 2007-07-01 | 5.42468 |
| 2007-08-01 | 6.87375 |
| 2007-09-01 | 5.25495 |
| 2007-10-01 | 4.73505 |
| 2007-11-01 | 4.41524 |
| 2007-12-01 | 6.58309 |
| 2008-01-01 | 10.50435 |
| 2008-02-01 | 6.07309 |
| 2008-03-01 | 6.45086 |
| 2008-04-01 | 4.82223 |
| 2008-05-01 | 4.12732 |
| 2008-06-01 | 4.07516 |
| 2008-07-01 | 6.53695 |
| 2008-08-01 | 4.16474 |
| 2008-09-01 | 13.38447 |
| 2008-10-01 | 20.63307 |
| 2008-11-01 | 10.33980 |
| 2008-12-01 | 9.20559 |
| 2009-01-01 | 9.35498 |
| 2009-02-01 | 9.11144 |
| 2009-03-01 | 9.75699 |
| 2009-04-01 | 6.07760 |
| 2009-05-01 | 5.68155 |
| 2009-06-01 | 4.86578 |
| 2009-07-01 | 5.03663 |
| 2009-08-01 | 4.43549 |
| 2009-09-01 | 4.03840 |
| 2009-10-01 | 4.57849 |
| 2009-11-01 | 4.42462 |
| 2009-12-01 | 3.13333 |
| 2010-01-01 | 7.57569 |
| 2010-02-01 | 4.21600 |
| 2010-03-01 | 3.70190 |
| 2010-04-01 | 5.46723 |
| 2010-05-01 | 5.56297 |
| 2010-06-01 | 5.96568 |
| 2010-07-01 | 7.24654 |
| 2010-08-01 | 4.67769 |
| 2010-09-01 | 5.50794 |
| 2010-10-01 | 4.86315 |
| 2010-11-01 | 5.91447 |
| 2010-12-01 | 5.37821 |
| 2011-01-01 | 6.58536 |
| 2011-02-01 | 4.41924 |
| 2011-03-01 | 5.63871 |
| 2011-04-01 | 5.04276 |
| 2011-05-01 | 3.92158 |
| 2011-06-01 | 5.09584 |
| 2011-07-01 | 7.30798 |
| 2011-08-01 | 17.25061 |
| 2011-09-01 | 6.66129 |
| 2011-10-01 | 7.75316 |
| 2011-11-01 | 7.02544 |
| 2011-12-01 | 6.82312 |
| 2012-01-01 | 6.76902 |
| 2012-02-01 | 5.62323 |
| 2012-03-01 | 4.83550 |
| 2012-04-01 | 4.17714 |
| 2012-05-01 | 5.74898 |
| 2012-06-01 | 5.13348 |
| 2012-07-01 | 6.32196 |
| 2012-08-01 | 6.42350 |
| 2012-09-01 | 6.16389 |
| 2012-10-01 | 6.71396 |
| 2012-11-01 | 8.27060 |
| 2012-12-01 | 9.53523 |
| 2013-01-01 | 8.73973 |
| 2013-02-01 | 8.64793 |
| 2013-03-01 | 7.66471 |
| 2013-04-01 | 4.69251 |
| 2013-05-01 | 5.01961 |
| 2013-06-01 | 4.63689 |
| 2013-07-01 | 4.14098 |
| 2013-08-01 | 3.81525 |
| 2013-09-01 | 6.11583 |
| 2013-10-01 | 5.96466 |
| 2013-11-01 | 3.89861 |
| 2013-12-01 | 4.09911 |
| 2014-01-01 | 4.74303 |
| 2014-02-01 | 3.14424 |
| 2014-03-01 | 3.51380 |
| 2014-04-01 | 3.85673 |
| 2014-05-01 | 3.85952 |
| 2014-06-01 | 3.05521 |
| 2014-07-01 | 2.73961 |
| 2014-08-01 | 3.22527 |
| 2014-09-01 | 3.52365 |
| 2014-10-01 | 5.23960 |
| 2014-11-01 | 4.63165 |
| 2014-12-01 | 3.64888 |
| 2015-01-01 | 5.81691 |
| 2015-02-01 | 4.26521 |
| 2015-03-01 | 2.67332 |
| 2015-04-01 | 3.94073 |
| 2015-05-01 | 3.26394 |
| 2015-06-01 | 3.73174 |
| 2015-07-01 | 6.14247 |
| 2015-08-01 | 5.63213 |
| 2015-09-01 | 5.35220 |
| 2015-10-01 | 4.35088 |
| 2015-11-01 | 4.28903 |
| 2015-12-01 | 4.54386 |
| 2016-01-01 | 4.98436 |
| 2016-02-01 | 4.07732 |
| 2016-03-01 | 3.70368 |
| 2016-04-01 | 2.99532 |
| 2016-05-01 | 2.81540 |
| 2016-06-01 | 3.93176 |
| 2016-07-01 | 2.23940 |
| 2016-08-01 | 2.66190 |
| 2016-09-01 | 1.51991 |
| 2016-10-01 | 3.27104 |
| 2016-11-01 | 6.88660 |
| 2016-12-01 | 5.08767 |
| 2017-01-01 | 7.88242 |
| 2017-02-01 | 6.07916 |
| 2017-03-01 | 5.70089 |
| 2017-04-01 | 6.15285 |
| 2017-05-01 | 3.77171 |
| 2017-06-01 | 3.08430 |
| 2017-07-01 | 4.19516 |
| 2017-08-01 | 5.77908 |
| 2017-09-01 | 3.53471 |
| 2017-10-01 | 3.75714 |
| 2017-11-01 | 5.03913 |
| 2017-12-01 | 8.86391 |
| 2018-01-01 | 8.64853 |
| 2018-02-01 | 13.49834 |
| 2018-03-01 | 7.76092 |
| 2018-04-01 | 6.55266 |
| 2018-05-01 | 6.12341 |
| 2018-06-01 | 3.85187 |
| 2018-07-01 | 4.81912 |
| 2018-08-01 | 4.84460 |
| 2018-09-01 | 8.01212 |
| 2018-10-01 | 7.13180 |
| 2018-11-01 | 9.27728 |
| 2018-12-01 | 14.79125 |
| 2019-01-01 | 10.20405 |
| 2019-02-01 | 4.26375 |
| 2019-03-01 | 6.03978 |
| 2019-04-01 | 6.52798 |
| 2019-05-01 | 6.80282 |
| 2019-06-01 | 6.22767 |
| 2019-07-01 | 5.78803 |
| 2019-08-01 | 9.95249 |
| 2019-09-01 | 4.68276 |
| 2019-10-01 | 2.55111 |
| 2019-11-01 | 5.10062 |
| 2019-12-01 | 7.39844 |
| 2020-01-01 | 3.82372 |
| 2020-02-01 | 4.01812 |
| 2020-03-01 | 14.24457 |
| 2020-04-01 | 9.31577 |
| 2020-05-01 | 6.27031 |
| 2020-06-01 | 6.70240 |
| 2020-07-01 | 4.35541 |
| 2020-08-01 | 7.98849 |
| 2020-09-01 | 2.61625 |
| 2020-10-01 | 8.42546 |
| 2020-11-01 | 5.65937 |
| 2020-12-01 | 4.07051 |
| 2021-01-01 | 5.83202 |
| 2021-02-01 | 4.01882 |
| 2021-03-01 | 5.44746 |
| 2021-04-01 | 5.16096 |
| 2021-05-01 | 5.67485 |
| 2021-06-01 | 5.10515 |
| 2021-07-01 | 3.03348 |
| 2021-08-01 | 4.82413 |
| 2021-09-01 | 6.41904 |
| 2021-10-01 | 5.80838 |
| 2021-11-01 | 2.28451 |
| 2021-12-01 | 4.17465 |
| 2022-01-01 | 3.92505 |
| 2022-02-01 | 5.99308 |
| 2022-03-01 | 3.08221 |
| 2022-04-01 | 3.49085 |
| 2022-05-01 | 6.96560 |
| 2022-06-01 | 2.91647 |
| 2022-07-01 | 5.25762 |
| 2022-08-01 | 3.91602 |
| 2022-09-01 | 1.34403 |
| 2022-10-01 | 5.94100 |
| 2022-11-01 | 4.66708 |
| 2022-12-01 | 5.41991 |
| 2023-01-01 | 4.53163 |
| 2023-02-01 | 3.72976 |
| 2023-03-01 | 4.52793 |
| 2023-04-01 | 5.42025 |
| 2023-05-01 | 8.83961 |
| 2023-06-01 | 3.26682 |
| 2023-07-01 | 2.43735 |
| 2023-08-01 | 3.93370 |
| 2023-09-01 | 4.89324 |
| 2023-10-01 | 3.25344 |
| 2023-11-01 | 4.85726 |
| 2023-12-01 | 5.55477 |
| 2024-01-01 | 4.07227 |
| 2024-02-01 | 3.23317 |
| 2024-03-01 | 3.95563 |
| 2024-04-01 | 4.02610 |
| 2024-05-01 | 3.11874 |
| 2024-06-01 | 3.91844 |
| 2024-07-01 | 6.18482 |
| 2024-08-01 | 4.88622 |
| 2024-09-01 | 6.86077 |
| 2024-10-01 | 6.63559 |
