Table Data - Equity Market Volatility Tracker: Transportation, Infrastructure, and Public Utilities
| Title | Equity Market Volatility Tracker: Transportation, Infrastructure, and Public Utilities |
|---|---|
| Series ID | EMVTRADEPUBUTEMV |
| 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 | 0.24223 |
| 1985-02-01 | 0.24261 |
| 1985-03-01 | 0.00000 |
| 1985-04-01 | 0.28515 |
| 1985-05-01 | 0.46211 |
| 1985-06-01 | 0.26314 |
| 1985-07-01 | 0.16384 |
| 1985-08-01 | 0.25148 |
| 1985-09-01 | 0.21846 |
| 1985-10-01 | 0.50126 |
| 1985-11-01 | 0.28727 |
| 1985-12-01 | 0.25653 |
| 1986-01-01 | 0.26302 |
| 1986-02-01 | 0.16158 |
| 1986-03-01 | 0.46718 |
| 1986-04-01 | 0.45680 |
| 1986-05-01 | 0.13884 |
| 1986-06-01 | 0.48713 |
| 1986-07-01 | 0.21859 |
| 1986-08-01 | 0.33936 |
| 1986-09-01 | 0.27567 |
| 1986-10-01 | 0.32023 |
| 1986-11-01 | 0.43826 |
| 1986-12-01 | 0.23320 |
| 1987-01-01 | 0.23759 |
| 1987-02-01 | 0.23537 |
| 1987-03-01 | 0.26335 |
| 1987-04-01 | 0.22904 |
| 1987-05-01 | 0.29026 |
| 1987-06-01 | 0.44151 |
| 1987-07-01 | 0.32344 |
| 1987-08-01 | 0.36534 |
| 1987-09-01 | 0.14695 |
| 1987-10-01 | 0.82332 |
| 1987-11-01 | 0.22516 |
| 1987-12-01 | 0.59995 |
| 1988-01-01 | 0.38382 |
| 1988-02-01 | 0.44125 |
| 1988-03-01 | 0.30269 |
| 1988-04-01 | 0.38601 |
| 1988-05-01 | 0.27587 |
| 1988-06-01 | 0.20269 |
| 1988-07-01 | 0.12009 |
| 1988-08-01 | 0.32374 |
| 1988-09-01 | 0.45297 |
| 1988-10-01 | 0.15543 |
| 1988-11-01 | 0.30431 |
| 1988-12-01 | 0.19918 |
| 1989-01-01 | 0.27336 |
| 1989-02-01 | 0.11403 |
| 1989-03-01 | 0.13661 |
| 1989-04-01 | 0.27650 |
| 1989-05-01 | 0.15026 |
| 1989-06-01 | 0.34998 |
| 1989-07-01 | 0.10417 |
| 1989-08-01 | 0.31653 |
| 1989-09-01 | 0.24474 |
| 1989-10-01 | 0.99510 |
| 1989-11-01 | 0.70294 |
| 1989-12-01 | 0.20101 |
| 1990-01-01 | 0.33751 |
| 1990-02-01 | 0.17767 |
| 1990-03-01 | 0.22274 |
| 1990-04-01 | 0.09955 |
| 1990-05-01 | 0.04201 |
| 1990-06-01 | 0.34312 |
| 1990-07-01 | 0.22546 |
| 1990-08-01 | 0.04761 |
| 1990-09-01 | 0.25229 |
| 1990-10-01 | 0.15422 |
| 1990-11-01 | 0.18869 |
| 1990-12-01 | 0.21546 |
| 1991-01-01 | 0.20837 |
| 1991-02-01 | 0.64962 |
| 1991-03-01 | 0.27056 |
| 1991-04-01 | 0.49296 |
| 1991-05-01 | 0.31331 |
| 1991-06-01 | 0.16459 |
| 1991-07-01 | 0.34278 |
| 1991-08-01 | 0.15754 |
| 1991-09-01 | 0.36903 |
| 1991-10-01 | 0.20606 |
| 1991-11-01 | 0.21762 |
| 1991-12-01 | 0.20377 |
| 1992-01-01 | 0.33104 |
| 1992-02-01 | 0.16952 |
| 1992-03-01 | 0.20447 |
| 1992-04-01 | 0.32018 |
| 1992-05-01 | 0.26596 |
| 1992-06-01 | 0.38200 |
| 1992-07-01 | 0.24780 |
| 1992-08-01 | 0.13175 |
| 1992-09-01 | 0.42180 |
| 1992-10-01 | 0.39387 |
| 1992-11-01 | 0.24084 |
| 1992-12-01 | 0.14573 |
| 1993-01-01 | 0.22577 |
| 1993-02-01 | 0.29809 |
| 1993-03-01 | 0.27496 |
| 1993-04-01 | 0.10907 |
| 1993-05-01 | 0.28702 |
| 1993-06-01 | 0.33945 |
| 1993-07-01 | 0.11451 |
| 1993-08-01 | 0.17059 |
| 1993-09-01 | 0.23064 |
| 1993-10-01 | 0.15450 |
| 1993-11-01 | 0.21445 |
| 1993-12-01 | 0.26533 |
| 1994-01-01 | 0.31018 |
| 1994-02-01 | 0.26782 |
| 1994-03-01 | 0.10275 |
| 1994-04-01 | 0.11481 |
| 1994-05-01 | 0.40503 |
| 1994-06-01 | 0.19714 |
| 1994-07-01 | 0.28566 |
| 1994-08-01 | 0.35729 |
| 1994-09-01 | 0.16886 |
| 1994-10-01 | 0.15016 |
| 1994-11-01 | 0.20922 |
| 1994-12-01 | 0.20324 |
| 1995-01-01 | 0.10884 |
| 1995-02-01 | 0.25125 |
| 1995-03-01 | 0.16375 |
| 1995-04-01 | 0.32461 |
| 1995-05-01 | 0.21652 |
| 1995-06-01 | 0.28888 |
| 1995-07-01 | 0.30433 |
| 1995-08-01 | 0.17208 |
| 1995-09-01 | 0.32318 |
| 1995-10-01 | 0.49336 |
| 1995-11-01 | 0.17666 |
| 1995-12-01 | 0.72732 |
| 1996-01-01 | 0.33124 |
| 1996-02-01 | 0.06277 |
| 1996-03-01 | 0.69772 |
| 1996-04-01 | 0.29257 |
| 1996-05-01 | 0.27837 |
| 1996-06-01 | 0.77841 |
| 1996-07-01 | 1.12455 |
| 1996-08-01 | 0.06259 |
| 1996-09-01 | 0.66521 |
| 1996-10-01 | 0.49944 |
| 1996-11-01 | 0.36044 |
| 1996-12-01 | 0.59377 |
| 1997-01-01 | 0.43854 |
| 1997-02-01 | 0.10975 |
| 1997-03-01 | 0.10530 |
| 1997-04-01 | 0.38845 |
| 1997-05-01 | 0.20964 |
| 1997-06-01 | 0.36805 |
| 1997-07-01 | 0.34585 |
| 1997-08-01 | 0.68257 |
| 1997-09-01 | 0.14875 |
| 1997-10-01 | 0.40126 |
| 1997-11-01 | 0.46759 |
| 1997-12-01 | 0.41544 |
| 1998-01-01 | 0.26665 |
| 1998-02-01 | 0.36602 |
| 1998-03-01 | 0.31553 |
| 1998-04-01 | 0.14678 |
| 1998-05-01 | 0.25042 |
| 1998-06-01 | 0.31229 |
| 1998-07-01 | 0.20977 |
| 1998-08-01 | 0.32854 |
| 1998-09-01 | 0.47116 |
| 1998-10-01 | 0.46307 |
| 1998-11-01 | 0.33954 |
| 1998-12-01 | 0.46905 |
| 1999-01-01 | 0.11302 |
| 1999-02-01 | 0.26933 |
| 1999-03-01 | 0.25419 |
| 1999-04-01 | 0.28897 |
| 1999-05-01 | 0.33758 |
| 1999-06-01 | 0.45003 |
| 1999-07-01 | 0.38802 |
| 1999-08-01 | 0.59253 |
| 1999-09-01 | 0.48504 |
| 1999-10-01 | 0.20973 |
| 1999-11-01 | 0.26421 |
| 1999-12-01 | 0.21150 |
| 2000-01-01 | 0.17563 |
| 2000-02-01 | 0.00000 |
| 2000-03-01 | 0.22601 |
| 2000-04-01 | 0.30541 |
| 2000-05-01 | 0.22872 |
| 2000-06-01 | 0.28697 |
| 2000-07-01 | 0.22095 |
| 2000-08-01 | 0.26618 |
| 2000-09-01 | 0.05360 |
| 2000-10-01 | 0.05282 |
| 2000-11-01 | 0.28016 |
| 2000-12-01 | 0.56947 |
| 2001-01-01 | 0.38629 |
| 2001-02-01 | 0.33607 |
| 2001-03-01 | 0.31358 |
| 2001-04-01 | 0.26371 |
| 2001-05-01 | 0.21663 |
| 2001-06-01 | 0.32500 |
| 2001-07-01 | 0.16866 |
| 2001-08-01 | 0.44501 |
| 2001-09-01 | 1.03653 |
| 2001-10-01 | 0.41176 |
| 2001-11-01 | 0.17368 |
| 2001-12-01 | 0.47529 |
| 2002-01-01 | 0.17759 |
| 2002-02-01 | 0.34914 |
| 2002-03-01 | 0.31272 |
| 2002-04-01 | 0.28614 |
| 2002-05-01 | 0.26870 |
| 2002-06-01 | 0.52765 |
| 2002-07-01 | 0.45946 |
| 2002-08-01 | 0.78834 |
| 2002-09-01 | 0.43708 |
| 2002-10-01 | 0.26846 |
| 2002-11-01 | 0.17055 |
| 2002-12-01 | 0.39122 |
| 2003-01-01 | 0.27494 |
| 2003-02-01 | 0.18183 |
| 2003-03-01 | 0.48355 |
| 2003-04-01 | 0.10739 |
| 2003-05-01 | 0.05336 |
| 2003-06-01 | 0.10610 |
| 2003-07-01 | 0.22363 |
| 2003-08-01 | 0.10798 |
| 2003-09-01 | 0.16021 |
| 2003-10-01 | 0.26997 |
| 2003-11-01 | 0.09587 |
| 2003-12-01 | 0.10602 |
| 2004-01-01 | 0.21145 |
| 2004-02-01 | 0.15588 |
| 2004-03-01 | 0.19348 |
| 2004-04-01 | 0.25768 |
| 2004-05-01 | 0.00000 |
| 2004-06-01 | 0.15666 |
| 2004-07-01 | 0.16657 |
| 2004-08-01 | 0.36118 |
| 2004-09-01 | 0.05107 |
| 2004-10-01 | 0.24946 |
| 2004-11-01 | 0.05236 |
| 2004-12-01 | 0.15462 |
| 2005-01-01 | 0.15676 |
| 2005-02-01 | 0.16590 |
| 2005-03-01 | 0.00000 |
| 2005-04-01 | 0.15338 |
| 2005-05-01 | 0.10241 |
| 2005-06-01 | 0.05226 |
| 2005-07-01 | 0.00000 |
| 2005-08-01 | 0.28544 |
| 2005-09-01 | 0.14372 |
| 2005-10-01 | 0.04541 |
| 2005-11-01 | 0.20712 |
| 2005-12-01 | 0.11192 |
| 2006-01-01 | 0.28405 |
| 2006-02-01 | 0.05057 |
| 2006-03-01 | 0.04653 |
| 2006-04-01 | 0.14603 |
| 2006-05-01 | 0.26366 |
| 2006-06-01 | 0.11395 |
| 2006-07-01 | 0.11524 |
| 2006-08-01 | 0.05584 |
| 2006-09-01 | 0.19715 |
| 2006-10-01 | 0.09597 |
| 2006-11-01 | 0.08757 |
| 2006-12-01 | 0.00000 |
| 2007-01-01 | 0.13532 |
| 2007-02-01 | 0.00000 |
| 2007-03-01 | 0.09194 |
| 2007-04-01 | 0.18028 |
| 2007-05-01 | 0.13671 |
| 2007-06-01 | 0.32619 |
| 2007-07-01 | 0.20665 |
| 2007-08-01 | 0.36452 |
| 2007-09-01 | 0.30028 |
| 2007-10-01 | 0.24407 |
| 2007-11-01 | 0.19197 |
| 2007-12-01 | 0.15429 |
| 2008-01-01 | 0.26661 |
| 2008-02-01 | 0.36027 |
| 2008-03-01 | 0.42689 |
| 2008-04-01 | 0.37454 |
| 2008-05-01 | 0.18976 |
| 2008-06-01 | 0.08859 |
| 2008-07-01 | 0.05635 |
| 2008-08-01 | 0.36613 |
| 2008-09-01 | 0.37352 |
| 2008-10-01 | 0.24418 |
| 2008-11-01 | 0.24046 |
| 2008-12-01 | 0.47513 |
| 2009-01-01 | 0.11917 |
| 2009-02-01 | 0.32083 |
| 2009-03-01 | 0.41901 |
| 2009-04-01 | 0.27625 |
| 2009-05-01 | 0.05918 |
| 2009-06-01 | 0.00000 |
| 2009-07-01 | 0.10949 |
| 2009-08-01 | 0.21904 |
| 2009-09-01 | 0.10489 |
| 2009-10-01 | 0.05324 |
| 2009-11-01 | 0.17239 |
| 2009-12-01 | 0.00000 |
| 2010-01-01 | 0.35236 |
| 2010-02-01 | 0.11095 |
| 2010-03-01 | 0.05365 |
| 2010-04-01 | 0.11390 |
| 2010-05-01 | 0.16524 |
| 2010-06-01 | 0.11363 |
| 2010-07-01 | 0.11594 |
| 2010-08-01 | 0.05316 |
| 2010-09-01 | 0.10392 |
| 2010-10-01 | 0.09925 |
| 2010-11-01 | 0.00000 |
| 2010-12-01 | 0.00000 |
| 2011-01-01 | 0.34358 |
| 2011-02-01 | 0.16368 |
| 2011-03-01 | 0.17621 |
| 2011-04-01 | 0.05541 |
| 2011-05-01 | 0.11884 |
| 2011-06-01 | 0.11851 |
| 2011-07-01 | 0.33523 |
| 2011-08-01 | 0.22798 |
| 2011-09-01 | 0.12688 |
| 2011-10-01 | 0.24041 |
| 2011-11-01 | 0.12113 |
| 2011-12-01 | 0.33778 |
| 2012-01-01 | 0.18131 |
| 2012-02-01 | 0.14236 |
| 2012-03-01 | 0.18363 |
| 2012-04-01 | 0.05883 |
| 2012-05-01 | 0.13370 |
| 2012-06-01 | 0.47912 |
| 2012-07-01 | 0.14702 |
| 2012-08-01 | 0.18529 |
| 2012-09-01 | 0.12206 |
| 2012-10-01 | 0.05595 |
| 2012-11-01 | 0.10882 |
| 2012-12-01 | 0.15297 |
| 2013-01-01 | 0.31864 |
| 2013-02-01 | 0.11793 |
| 2013-03-01 | 0.00000 |
| 2013-04-01 | 0.15137 |
| 2013-05-01 | 0.24850 |
| 2013-06-01 | 0.09762 |
| 2013-07-01 | 0.10483 |
| 2013-08-01 | 0.05156 |
| 2013-09-01 | 0.40010 |
| 2013-10-01 | 0.16723 |
| 2013-11-01 | 0.39647 |
| 2013-12-01 | 0.39852 |
| 2014-01-01 | 0.45716 |
| 2014-02-01 | 0.05329 |
| 2014-03-01 | 0.11911 |
| 2014-04-01 | 0.12244 |
| 2014-05-01 | 0.11696 |
| 2014-06-01 | 0.38190 |
| 2014-07-01 | 0.11911 |
| 2014-08-01 | 0.44486 |
| 2014-09-01 | 0.05593 |
| 2014-10-01 | 0.18278 |
| 2014-11-01 | 0.25731 |
| 2014-12-01 | 0.18244 |
| 2015-01-01 | 0.27055 |
| 2015-02-01 | 0.24373 |
| 2015-03-01 | 0.11623 |
| 2015-04-01 | 0.33972 |
| 2015-05-01 | 0.17485 |
| 2015-06-01 | 0.05831 |
| 2015-07-01 | 0.21427 |
| 2015-08-01 | 0.46291 |
| 2015-09-01 | 0.00000 |
| 2015-10-01 | 0.32961 |
| 2015-11-01 | 0.28125 |
| 2015-12-01 | 0.00000 |
| 2016-01-01 | 0.33792 |
| 2016-02-01 | 0.00000 |
| 2016-03-01 | 0.25840 |
| 2016-04-01 | 0.21917 |
| 2016-05-01 | 0.38833 |
| 2016-06-01 | 0.47948 |
| 2016-07-01 | 0.08958 |
| 2016-08-01 | 0.10238 |
| 2016-09-01 | 0.00000 |
| 2016-10-01 | 0.00000 |
| 2016-11-01 | 0.22955 |
| 2016-12-01 | 0.29927 |
| 2017-01-01 | 0.20743 |
| 2017-02-01 | 0.22106 |
| 2017-03-01 | 0.19003 |
| 2017-04-01 | 0.00000 |
| 2017-05-01 | 0.19342 |
| 2017-06-01 | 0.00000 |
| 2017-07-01 | 0.00000 |
| 2017-08-01 | 0.00000 |
| 2017-09-01 | 0.17242 |
| 2017-10-01 | 0.08946 |
| 2017-11-01 | 0.12291 |
| 2017-12-01 | 0.40910 |
| 2018-01-01 | 0.12012 |
| 2018-02-01 | 0.12271 |
| 2018-03-01 | 0.00000 |
| 2018-04-01 | 0.10401 |
| 2018-05-01 | 0.38271 |
| 2018-06-01 | 0.11329 |
| 2018-07-01 | 0.00000 |
| 2018-08-01 | 0.00000 |
| 2018-09-01 | 0.00000 |
| 2018-10-01 | 0.00000 |
| 2018-11-01 | 0.15209 |
| 2018-12-01 | 0.45279 |
| 2019-01-01 | 0.59154 |
| 2019-02-01 | 0.25081 |
| 2019-03-01 | 0.29462 |
| 2019-04-01 | 0.46628 |
| 2019-05-01 | 0.37793 |
| 2019-06-01 | 0.13839 |
| 2019-07-01 | 0.34047 |
| 2019-08-01 | 0.29272 |
| 2019-09-01 | 0.00000 |
| 2019-10-01 | 0.31889 |
| 2019-11-01 | 0.15002 |
| 2019-12-01 | 0.47224 |
| 2020-01-01 | 0.52741 |
| 2020-02-01 | 0.16742 |
| 2020-03-01 | 0.49119 |
| 2020-04-01 | 0.70308 |
| 2020-05-01 | 0.20901 |
| 2020-06-01 | 0.55853 |
| 2020-07-01 | 0.62220 |
| 2020-08-01 | 0.00000 |
| 2020-09-01 | 0.61559 |
| 2020-10-01 | 0.17195 |
| 2020-11-01 | 0.00000 |
| 2020-12-01 | 0.00000 |
| 2021-01-01 | 0.51459 |
| 2021-02-01 | 0.32151 |
| 2021-03-01 | 0.48066 |
| 2021-04-01 | 0.48384 |
| 2021-05-01 | 0.00000 |
| 2021-06-01 | 0.34034 |
| 2021-07-01 | 0.48536 |
| 2021-08-01 | 0.17229 |
| 2021-09-01 | 0.33784 |
| 2021-10-01 | 0.00000 |
| 2021-11-01 | 0.00000 |
| 2021-12-01 | 0.59638 |
| 2022-01-01 | 0.29074 |
| 2022-02-01 | 0.63085 |
| 2022-03-01 | 0.13401 |
| 2022-04-01 | 0.31735 |
| 2022-05-01 | 0.00000 |
| 2022-06-01 | 0.39770 |
| 2022-07-01 | 0.00000 |
| 2022-08-01 | 0.21756 |
| 2022-09-01 | 0.00000 |
| 2022-10-01 | 0.00000 |
| 2022-11-01 | 0.00000 |
| 2022-12-01 | 0.00000 |
| 2023-01-01 | 0.30211 |
| 2023-02-01 | 0.00000 |
| 2023-03-01 | 0.33540 |
| 2023-04-01 | 0.00000 |
| 2023-05-01 | 0.33999 |
| 2023-06-01 | 0.00000 |
| 2023-07-01 | 0.34819 |
| 2023-08-01 | 0.14049 |
| 2023-09-01 | 0.00000 |
| 2023-10-01 | 0.34247 |
| 2023-11-01 | 0.44157 |
| 2023-12-01 | 0.00000 |
| 2024-01-01 | 0.00000 |
| 2024-02-01 | 0.00000 |
| 2024-03-01 | 0.53940 |
| 2024-04-01 | 0.33551 |
| 2024-05-01 | 0.00000 |
| 2024-06-01 | 0.00000 |
| 2024-07-01 | 0.00000 |
| 2024-08-01 | 0.15762 |
| 2024-09-01 | 0.00000 |
| 2024-10-01 | 0.00000 |
