Federal Reserve Economic Data

FRED Economic Data, St. Louis FED

Equity Market Volatility Tracker: Policy Related (EMVPOLRLTDEMV)

Observations

Mar 2025: 28.44781
Updated: Apr 3, 2025 8:02 AM CDT
Next Release Date: Apr 4, 2025
Mar 2025:  28.44781  
Feb 2025:  12.67279  
Jan 2025:  11.34743  
Dec 2024:  10.81598  
Nov 2024:  10.80413  
View All

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: Policy Related [EMVPOLRLTDEMV], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVPOLRLTDEMV, .

Release Tables

Economic Policy Uncertainty

Related Data and Content

Data Suggestions Based On Your Search

Content Suggestions

Related Categories

Economic Policy Uncertainty Academic Data

Releases

More Series from Economic Policy Uncertainty

Tags

Baker, Scott R. Davis, Stephen J. Economic Policy Uncertainty Volatility Bloom, Nick Uncertainty Equity Monthly Nation Public Domain: Citation Requested Not Seasonally Adjusted United States of America

Need Help?

Questions or Comments
FRED Help

Subscribe to the FRED newsletter

Follow us

Back to Top