Federal Reserve Economic Data

Equity Market Volatility Tracker: Entitlement And Welfare Programs (EMVWELFARE)

Observation:

Nov 2024: 2.26938 (+ more)   Updated: Dec 13, 2024 8:01 AM CST
Nov 2024:  2.26938  
Oct 2024:  3.75720  
Sep 2024:  3.09780  
Aug 2024:  1.57620  
Jul 2024:  2.87153  
View All

Units:

Index,
Not Seasonally Adjusted

Frequency:

Monthly

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: Entitlement And Welfare Programs [EMVWELFARE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVWELFARE, .

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