Table Data - Equity Market Volatility Tracker: Entitlement And Welfare Programs
| Title | Equity Market Volatility Tracker: Entitlement And Welfare Programs |
|---|---|
| Series ID | EMVWELFARE |
| 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 | 0.56520 |
| 1985-02-01 | 1.05130 |
| 1985-03-01 | 0.49613 |
| 1985-04-01 | 0.28515 |
| 1985-05-01 | 0.13203 |
| 1985-06-01 | 0.32892 |
| 1985-07-01 | 0.32768 |
| 1985-08-01 | 0.16765 |
| 1985-09-01 | 0.36411 |
| 1985-10-01 | 0.31329 |
| 1985-11-01 | 0.28727 |
| 1985-12-01 | 0.38480 |
| 1986-01-01 | 0.65755 |
| 1986-02-01 | 0.56555 |
| 1986-03-01 | 0.40044 |
| 1986-04-01 | 0.39154 |
| 1986-05-01 | 0.27768 |
| 1986-06-01 | 0.66981 |
| 1986-07-01 | 0.58290 |
| 1986-08-01 | 0.67871 |
| 1986-09-01 | 0.41350 |
| 1986-10-01 | 0.64046 |
| 1986-11-01 | 0.50087 |
| 1986-12-01 | 0.40811 |
| 1987-01-01 | 0.35639 |
| 1987-02-01 | 0.23537 |
| 1987-03-01 | 0.63205 |
| 1987-04-01 | 0.68712 |
| 1987-05-01 | 0.75466 |
| 1987-06-01 | 0.71745 |
| 1987-07-01 | 0.48516 |
| 1987-08-01 | 0.73067 |
| 1987-09-01 | 0.68578 |
| 1987-10-01 | 3.01884 |
| 1987-11-01 | 4.44684 |
| 1987-12-01 | 1.09081 |
| 1988-01-01 | 1.26112 |
| 1988-02-01 | 1.04798 |
| 1988-03-01 | 0.60538 |
| 1988-04-01 | 0.77202 |
| 1988-05-01 | 0.88280 |
| 1988-06-01 | 1.06414 |
| 1988-07-01 | 0.84063 |
| 1988-08-01 | 0.97122 |
| 1988-09-01 | 0.35231 |
| 1988-10-01 | 0.77716 |
| 1988-11-01 | 1.31867 |
| 1988-12-01 | 1.04570 |
| 1989-01-01 | 1.25744 |
| 1989-02-01 | 0.91222 |
| 1989-03-01 | 0.27323 |
| 1989-04-01 | 0.23042 |
| 1989-05-01 | 0.45079 |
| 1989-06-01 | 0.74995 |
| 1989-07-01 | 0.67707 |
| 1989-08-01 | 0.58031 |
| 1989-09-01 | 0.53843 |
| 1989-10-01 | 0.47386 |
| 1989-11-01 | 0.60252 |
| 1989-12-01 | 0.85429 |
| 1990-01-01 | 0.86789 |
| 1990-02-01 | 0.65147 |
| 1990-03-01 | 0.44548 |
| 1990-04-01 | 0.54754 |
| 1990-05-01 | 0.46215 |
| 1990-06-01 | 0.58821 |
| 1990-07-01 | 0.90183 |
| 1990-08-01 | 0.28566 |
| 1990-09-01 | 0.70642 |
| 1990-10-01 | 0.87389 |
| 1990-11-01 | 0.61324 |
| 1990-12-01 | 0.86183 |
| 1991-01-01 | 0.62511 |
| 1991-02-01 | 0.71458 |
| 1991-03-01 | 0.43290 |
| 1991-04-01 | 0.93115 |
| 1991-05-01 | 0.83548 |
| 1991-06-01 | 1.15216 |
| 1991-07-01 | 0.74268 |
| 1991-08-01 | 0.63015 |
| 1991-09-01 | 0.94894 |
| 1991-10-01 | 0.72119 |
| 1991-11-01 | 1.46897 |
| 1991-12-01 | 0.76415 |
| 1992-01-01 | 1.60001 |
| 1992-02-01 | 1.41268 |
| 1992-03-01 | 1.48243 |
| 1992-04-01 | 1.22735 |
| 1992-05-01 | 0.69151 |
| 1992-06-01 | 1.41887 |
| 1992-07-01 | 1.28857 |
| 1992-08-01 | 0.52699 |
| 1992-09-01 | 0.89048 |
| 1992-10-01 | 0.98467 |
| 1992-11-01 | 0.67435 |
| 1992-12-01 | 0.68008 |
| 1993-01-01 | 0.73374 |
| 1993-02-01 | 1.19235 |
| 1993-03-01 | 1.20984 |
| 1993-04-01 | 0.92710 |
| 1993-05-01 | 0.86106 |
| 1993-06-01 | 0.96178 |
| 1993-07-01 | 1.03057 |
| 1993-08-01 | 1.25098 |
| 1993-09-01 | 1.78743 |
| 1993-10-01 | 0.51500 |
| 1993-11-01 | 0.53611 |
| 1993-12-01 | 0.42453 |
| 1994-01-01 | 0.25848 |
| 1994-02-01 | 0.74990 |
| 1994-03-01 | 0.77061 |
| 1994-04-01 | 0.97591 |
| 1994-05-01 | 0.55692 |
| 1994-06-01 | 0.73927 |
| 1994-07-01 | 0.57132 |
| 1994-08-01 | 1.02083 |
| 1994-09-01 | 1.01315 |
| 1994-10-01 | 1.60176 |
| 1994-11-01 | 0.73227 |
| 1994-12-01 | 0.55890 |
| 1995-01-01 | 0.97960 |
| 1995-02-01 | 1.19345 |
| 1995-03-01 | 1.14624 |
| 1995-04-01 | 0.70332 |
| 1995-05-01 | 0.97435 |
| 1995-06-01 | 0.86663 |
| 1995-07-01 | 0.97385 |
| 1995-08-01 | 0.74568 |
| 1995-09-01 | 1.45431 |
| 1995-10-01 | 1.53491 |
| 1995-11-01 | 1.35440 |
| 1995-12-01 | 1.51525 |
| 1996-01-01 | 2.18622 |
| 1996-02-01 | 1.50643 |
| 1996-03-01 | 2.09315 |
| 1996-04-01 | 0.87772 |
| 1996-05-01 | 1.55887 |
| 1996-06-01 | 1.85621 |
| 1996-07-01 | 1.56187 |
| 1996-08-01 | 1.56473 |
| 1996-09-01 | 1.66303 |
| 1996-10-01 | 1.38734 |
| 1996-11-01 | 1.50182 |
| 1996-12-01 | 2.73134 |
| 1997-01-01 | 3.34384 |
| 1997-02-01 | 1.81091 |
| 1997-03-01 | 2.21138 |
| 1997-04-01 | 1.27635 |
| 1997-05-01 | 1.20543 |
| 1997-06-01 | 2.47120 |
| 1997-07-01 | 1.44103 |
| 1997-08-01 | 1.57516 |
| 1997-09-01 | 1.68582 |
| 1997-10-01 | 2.40755 |
| 1997-11-01 | 1.76647 |
| 1997-12-01 | 1.60982 |
| 1998-01-01 | 2.55980 |
| 1998-02-01 | 1.67322 |
| 1998-03-01 | 0.94660 |
| 1998-04-01 | 2.69103 |
| 1998-05-01 | 1.80304 |
| 1998-06-01 | 1.97786 |
| 1998-07-01 | 2.93682 |
| 1998-08-01 | 2.29976 |
| 1998-09-01 | 2.87928 |
| 1998-10-01 | 3.08711 |
| 1998-11-01 | 3.22560 |
| 1998-12-01 | 3.07489 |
| 1999-01-01 | 6.10294 |
| 1999-02-01 | 2.37012 |
| 1999-03-01 | 2.23687 |
| 1999-04-01 | 2.11915 |
| 1999-05-01 | 1.59146 |
| 1999-06-01 | 1.60012 |
| 1999-07-01 | 2.10640 |
| 1999-08-01 | 2.25163 |
| 1999-09-01 | 1.61680 |
| 1999-10-01 | 2.14972 |
| 1999-11-01 | 2.06087 |
| 1999-12-01 | 1.26897 |
| 2000-01-01 | 1.40506 |
| 2000-02-01 | 0.99567 |
| 2000-03-01 | 0.90406 |
| 2000-04-01 | 2.32110 |
| 2000-05-01 | 5.60370 |
| 2000-06-01 | 3.32881 |
| 2000-07-01 | 1.76763 |
| 2000-08-01 | 1.81004 |
| 2000-09-01 | 1.33994 |
| 2000-10-01 | 3.32746 |
| 2000-11-01 | 1.90510 |
| 2000-12-01 | 2.72082 |
| 2001-01-01 | 2.53846 |
| 2001-02-01 | 2.29647 |
| 2001-03-01 | 2.09055 |
| 2001-04-01 | 1.89873 |
| 2001-05-01 | 2.49130 |
| 2001-06-01 | 1.08332 |
| 2001-07-01 | 2.36118 |
| 2001-08-01 | 2.22504 |
| 2001-09-01 | 3.23915 |
| 2001-10-01 | 2.83086 |
| 2001-11-01 | 1.91043 |
| 2001-12-01 | 2.61410 |
| 2002-01-01 | 2.19033 |
| 2002-02-01 | 1.16380 |
| 2002-03-01 | 1.45935 |
| 2002-04-01 | 0.91566 |
| 2002-05-01 | 0.85984 |
| 2002-06-01 | 1.52433 |
| 2002-07-01 | 3.41310 |
| 2002-08-01 | 3.61323 |
| 2002-09-01 | 3.68396 |
| 2002-10-01 | 2.84572 |
| 2002-11-01 | 3.01298 |
| 2002-12-01 | 2.29141 |
| 2003-01-01 | 3.46424 |
| 2003-02-01 | 1.33345 |
| 2003-03-01 | 1.28947 |
| 2003-04-01 | 2.09419 |
| 2003-05-01 | 1.54757 |
| 2003-06-01 | 1.59150 |
| 2003-07-01 | 1.34178 |
| 2003-08-01 | 1.51167 |
| 2003-09-01 | 0.85446 |
| 2003-10-01 | 0.94490 |
| 2003-11-01 | 0.86281 |
| 2003-12-01 | 0.84818 |
| 2004-01-01 | 1.42731 |
| 2004-02-01 | 0.98727 |
| 2004-03-01 | 0.96740 |
| 2004-04-01 | 1.13377 |
| 2004-05-01 | 0.94079 |
| 2004-06-01 | 0.57442 |
| 2004-07-01 | 0.55523 |
| 2004-08-01 | 1.13515 |
| 2004-09-01 | 1.37900 |
| 2004-10-01 | 1.99571 |
| 2004-11-01 | 2.30403 |
| 2004-12-01 | 3.24693 |
| 2005-01-01 | 3.03071 |
| 2005-02-01 | 3.64972 |
| 2005-03-01 | 2.35618 |
| 2005-04-01 | 2.76079 |
| 2005-05-01 | 1.53610 |
| 2005-06-01 | 1.62012 |
| 2005-07-01 | 0.85142 |
| 2005-08-01 | 1.02757 |
| 2005-09-01 | 0.52697 |
| 2005-10-01 | 1.13513 |
| 2005-11-01 | 0.56959 |
| 2005-12-01 | 0.89537 |
| 2006-01-01 | 1.30665 |
| 2006-02-01 | 0.55629 |
| 2006-03-01 | 1.11660 |
| 2006-04-01 | 0.68146 |
| 2006-05-01 | 0.68552 |
| 2006-06-01 | 0.79762 |
| 2006-07-01 | 1.21007 |
| 2006-08-01 | 0.67008 |
| 2006-09-01 | 0.98576 |
| 2006-10-01 | 0.95971 |
| 2006-11-01 | 1.13837 |
| 2006-12-01 | 1.08160 |
| 2007-01-01 | 1.08256 |
| 2007-02-01 | 0.60969 |
| 2007-03-01 | 1.47098 |
| 2007-04-01 | 1.03658 |
| 2007-05-01 | 1.04810 |
| 2007-06-01 | 0.97856 |
| 2007-07-01 | 1.29159 |
| 2007-08-01 | 1.09355 |
| 2007-09-01 | 0.90085 |
| 2007-10-01 | 0.97630 |
| 2007-11-01 | 0.57590 |
| 2007-12-01 | 1.28576 |
| 2008-01-01 | 3.09265 |
| 2008-02-01 | 1.18374 |
| 2008-03-01 | 1.47042 |
| 2008-04-01 | 0.88954 |
| 2008-05-01 | 1.09113 |
| 2008-06-01 | 0.75302 |
| 2008-07-01 | 1.69059 |
| 2008-08-01 | 1.05263 |
| 2008-09-01 | 3.73520 |
| 2008-10-01 | 4.94461 |
| 2008-11-01 | 3.54679 |
| 2008-12-01 | 1.72234 |
| 2009-01-01 | 2.08551 |
| 2009-02-01 | 2.50244 |
| 2009-03-01 | 1.67605 |
| 2009-04-01 | 0.99452 |
| 2009-05-01 | 1.53875 |
| 2009-06-01 | 0.90828 |
| 2009-07-01 | 1.14967 |
| 2009-08-01 | 1.53326 |
| 2009-09-01 | 0.73425 |
| 2009-10-01 | 1.33096 |
| 2009-11-01 | 0.91940 |
| 2009-12-01 | 1.11183 |
| 2010-01-01 | 1.87924 |
| 2010-02-01 | 0.99853 |
| 2010-03-01 | 1.18031 |
| 2010-04-01 | 0.91120 |
| 2010-05-01 | 1.32189 |
| 2010-06-01 | 1.36358 |
| 2010-07-01 | 2.14498 |
| 2010-08-01 | 1.43520 |
| 2010-09-01 | 1.19512 |
| 2010-10-01 | 0.94286 |
| 2010-11-01 | 1.19427 |
| 2010-12-01 | 1.42687 |
| 2011-01-01 | 2.00424 |
| 2011-02-01 | 1.69131 |
| 2011-03-01 | 1.64462 |
| 2011-04-01 | 1.32996 |
| 2011-05-01 | 1.30719 |
| 2011-06-01 | 1.48135 |
| 2011-07-01 | 5.49775 |
| 2011-08-01 | 7.21942 |
| 2011-09-01 | 2.22043 |
| 2011-10-01 | 1.92326 |
| 2011-11-01 | 2.42257 |
| 2011-12-01 | 2.29689 |
| 2012-01-01 | 1.69226 |
| 2012-02-01 | 1.21006 |
| 2012-03-01 | 0.97934 |
| 2012-04-01 | 1.23549 |
| 2012-05-01 | 1.40382 |
| 2012-06-01 | 2.05339 |
| 2012-07-01 | 0.95565 |
| 2012-08-01 | 1.23529 |
| 2012-09-01 | 1.28160 |
| 2012-10-01 | 1.06304 |
| 2012-11-01 | 1.68677 |
| 2012-12-01 | 2.54953 |
| 2013-01-01 | 2.00285 |
| 2013-02-01 | 4.04880 |
| 2013-03-01 | 2.01472 |
| 2013-04-01 | 1.21097 |
| 2013-05-01 | 1.98796 |
| 2013-06-01 | 0.97619 |
| 2013-07-01 | 1.78219 |
| 2013-08-01 | 0.97959 |
| 2013-09-01 | 1.48609 |
| 2013-10-01 | 3.40042 |
| 2013-11-01 | 0.92509 |
| 2013-12-01 | 1.13864 |
| 2014-01-01 | 1.20004 |
| 2014-02-01 | 0.53292 |
| 2014-03-01 | 1.31023 |
| 2014-04-01 | 1.16314 |
| 2014-05-01 | 1.11107 |
| 2014-06-01 | 0.92747 |
| 2014-07-01 | 1.54847 |
| 2014-08-01 | 1.11216 |
| 2014-09-01 | 1.06269 |
| 2014-10-01 | 1.70592 |
| 2014-11-01 | 1.09358 |
| 2014-12-01 | 0.85140 |
| 2015-01-01 | 2.09679 |
| 2015-02-01 | 0.79211 |
| 2015-03-01 | 0.75550 |
| 2015-04-01 | 0.74738 |
| 2015-05-01 | 0.40799 |
| 2015-06-01 | 0.58309 |
| 2015-07-01 | 0.92851 |
| 2015-08-01 | 0.61722 |
| 2015-09-01 | 0.95313 |
| 2015-10-01 | 1.05476 |
| 2015-11-01 | 0.98437 |
| 2015-12-01 | 1.19183 |
| 2016-01-01 | 1.01377 |
| 2016-02-01 | 1.52900 |
| 2016-03-01 | 0.68906 |
| 2016-04-01 | 0.58445 |
| 2016-05-01 | 0.67958 |
| 2016-06-01 | 1.43845 |
| 2016-07-01 | 0.53746 |
| 2016-08-01 | 0.40952 |
| 2016-09-01 | 0.50664 |
| 2016-10-01 | 1.38772 |
| 2016-11-01 | 1.03299 |
| 2016-12-01 | 0.69831 |
| 2017-01-01 | 1.34831 |
| 2017-02-01 | 1.21583 |
| 2017-03-01 | 1.33021 |
| 2017-04-01 | 1.41989 |
| 2017-05-01 | 0.38684 |
| 2017-06-01 | 0.99138 |
| 2017-07-01 | 0.66239 |
| 2017-08-01 | 1.41529 |
| 2017-09-01 | 1.46561 |
| 2017-10-01 | 1.07347 |
| 2017-11-01 | 1.35196 |
| 2017-12-01 | 1.90915 |
| 2018-01-01 | 0.48047 |
| 2018-02-01 | 0.73627 |
| 2018-03-01 | 0.65585 |
| 2018-04-01 | 0.83208 |
| 2018-05-01 | 1.27571 |
| 2018-06-01 | 0.45316 |
| 2018-07-01 | 0.58770 |
| 2018-08-01 | 0.45066 |
| 2018-09-01 | 1.69487 |
| 2018-10-01 | 1.30750 |
| 2018-11-01 | 1.97713 |
| 2018-12-01 | 2.41490 |
| 2019-01-01 | 1.47885 |
| 2019-02-01 | 1.37945 |
| 2019-03-01 | 1.17849 |
| 2019-04-01 | 1.55428 |
| 2019-05-01 | 1.00783 |
| 2019-06-01 | 1.24553 |
| 2019-07-01 | 1.87260 |
| 2019-08-01 | 1.46360 |
| 2019-09-01 | 1.17069 |
| 2019-10-01 | 0.74407 |
| 2019-11-01 | 2.10026 |
| 2019-12-01 | 2.04638 |
| 2020-01-01 | 0.52741 |
| 2020-02-01 | 2.00906 |
| 2020-03-01 | 10.96995 |
| 2020-04-01 | 6.85500 |
| 2020-05-01 | 5.22525 |
| 2020-06-01 | 6.14386 |
| 2020-07-01 | 3.88876 |
| 2020-08-01 | 6.52122 |
| 2020-09-01 | 2.30846 |
| 2020-10-01 | 3.95481 |
| 2020-11-01 | 3.05912 |
| 2020-12-01 | 4.07051 |
| 2021-01-01 | 3.25907 |
| 2021-02-01 | 2.41129 |
| 2021-03-01 | 3.20439 |
| 2021-04-01 | 2.09664 |
| 2021-05-01 | 2.76074 |
| 2021-06-01 | 3.74377 |
| 2021-07-01 | 1.57741 |
| 2021-08-01 | 2.58435 |
| 2021-09-01 | 4.72982 |
| 2021-10-01 | 3.22688 |
| 2021-11-01 | 1.14225 |
| 2021-12-01 | 2.83280 |
| 2022-01-01 | 2.90744 |
| 2022-02-01 | 2.20798 |
| 2022-03-01 | 2.54617 |
| 2022-04-01 | 0.79337 |
| 2022-05-01 | 1.81711 |
| 2022-06-01 | 2.38620 |
| 2022-07-01 | 1.27457 |
| 2022-08-01 | 1.63168 |
| 2022-09-01 | 2.32151 |
| 2022-10-01 | 3.76746 |
| 2022-11-01 | 0.96087 |
| 2022-12-01 | 1.75350 |
| 2023-01-01 | 2.26582 |
| 2023-02-01 | 1.77608 |
| 2023-03-01 | 3.18632 |
| 2023-04-01 | 1.75361 |
| 2023-05-01 | 4.92979 |
| 2023-06-01 | 1.72949 |
| 2023-07-01 | 1.91506 |
| 2023-08-01 | 0.70245 |
| 2023-09-01 | 1.88202 |
| 2023-10-01 | 1.71234 |
| 2023-11-01 | 1.98706 |
| 2023-12-01 | 1.48127 |
| 2024-01-01 | 1.59350 |
| 2024-02-01 | 2.28224 |
| 2024-03-01 | 1.43841 |
| 2024-04-01 | 0.67102 |
| 2024-05-01 | 1.55937 |
| 2024-06-01 | 1.86592 |
| 2024-07-01 | 2.87153 |
| 2024-08-01 | 1.57620 |
| 2024-09-01 | 3.09780 |
| 2024-10-01 | 3.75720 |
| 2024-11-01 | 2.26938 |
