Federal Reserve Economic Data

Equity Market Volatility Tracker: Government Spending Deficits And Debt (EMVGOVTSPEND)

Mar 2025: 7.66641
Updated: Apr 3, 2025 8:02 AM CDT
Mar 2025:  7.66641  
Feb 2025:  1.06533  
Jan 2025:  0.92484  
Dec 2024:  0.44344  
Nov 2024:  1.75312  
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Units:

Index,
Not Seasonally Adjusted

Frequency:

Monthly

Fullscreen

Notes

Source: Baker, Scott R.

Source: Bloom, Nick

Source: Davis, Stephen J.

Release: Economic Policy Uncertainty  

Units:  Index, Not Seasonally Adjusted

Frequency:  Monthly

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'

Suggested Citation:

Baker, Scott R., Bloom, Nick and Davis, Stephen J., Equity Market Volatility Tracker: Government Spending Deficits And Debt [EMVGOVTSPEND], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVGOVTSPEND, .

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