Table Data - Equity Market Volatility Tracker: Elections And Political Governance
| Title | Equity Market Volatility Tracker: Elections And Political Governance |
|---|---|
| Series ID | EMVELECTGOVRN |
| Source | Baker, Scott R., Bloom, Nick, Davis, Steven J. |
| Release | Economic Policy Uncertainty (Not a Press Release) |
| Seasonal Adjustment | Not Seasonally Adjusted |
| Frequency | Monthly |
| Units | Index |
| Date Range | 1985-01-01 to 2025-11-01 |
| Last Updated | 2025-12-02 8:02 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 | 0.16149 |
| 1985-02-01 | 0.32348 |
| 1985-03-01 | 0.08269 |
| 1985-04-01 | 0.14258 |
| 1985-05-01 | 0.13203 |
| 1985-06-01 | 0.06578 |
| 1985-07-01 | 0.16384 |
| 1985-08-01 | 0.08383 |
| 1985-09-01 | 0.07282 |
| 1985-10-01 | 0.18797 |
| 1985-11-01 | 0.14364 |
| 1985-12-01 | 0.12827 |
| 1986-01-01 | 0.06576 |
| 1986-02-01 | 0.40396 |
| 1986-03-01 | 0.20022 |
| 1986-04-01 | 0.06526 |
| 1986-05-01 | 0.06942 |
| 1986-06-01 | 0.12178 |
| 1986-07-01 | 0.21859 |
| 1986-08-01 | 0.13574 |
| 1986-09-01 | 0.20675 |
| 1986-10-01 | 0.12809 |
| 1986-11-01 | 0.31304 |
| 1986-12-01 | 0.11660 |
| 1987-01-01 | 0.23759 |
| 1987-02-01 | 0.11769 |
| 1987-03-01 | 0.15801 |
| 1987-04-01 | 0.17178 |
| 1987-05-01 | 0.29026 |
| 1987-06-01 | 0.16557 |
| 1987-07-01 | 0.26953 |
| 1987-08-01 | 0.36534 |
| 1987-09-01 | 0.29391 |
| 1987-10-01 | 1.26242 |
| 1987-11-01 | 1.29465 |
| 1987-12-01 | 1.63622 |
| 1988-01-01 | 1.20629 |
| 1988-02-01 | 0.55157 |
| 1988-03-01 | 0.50448 |
| 1988-04-01 | 0.66173 |
| 1988-05-01 | 0.82762 |
| 1988-06-01 | 0.25337 |
| 1988-07-01 | 0.84063 |
| 1988-08-01 | 1.07914 |
| 1988-09-01 | 0.80527 |
| 1988-10-01 | 1.55432 |
| 1988-11-01 | 1.26795 |
| 1988-12-01 | 0.44816 |
| 1989-01-01 | 0.27336 |
| 1989-02-01 | 0.22805 |
| 1989-03-01 | 0.13661 |
| 1989-04-01 | 0.00000 |
| 1989-05-01 | 0.20035 |
| 1989-06-01 | 0.39998 |
| 1989-07-01 | 0.31250 |
| 1989-08-01 | 0.21102 |
| 1989-09-01 | 0.09790 |
| 1989-10-01 | 0.18954 |
| 1989-11-01 | 0.20084 |
| 1989-12-01 | 0.55278 |
| 1990-01-01 | 0.53038 |
| 1990-02-01 | 0.41457 |
| 1990-03-01 | 0.35638 |
| 1990-04-01 | 0.29866 |
| 1990-05-01 | 0.25208 |
| 1990-06-01 | 0.19607 |
| 1990-07-01 | 0.22546 |
| 1990-08-01 | 0.09522 |
| 1990-09-01 | 0.20183 |
| 1990-10-01 | 0.20562 |
| 1990-11-01 | 0.28304 |
| 1990-12-01 | 0.21546 |
| 1991-01-01 | 0.36465 |
| 1991-02-01 | 0.06496 |
| 1991-03-01 | 0.05411 |
| 1991-04-01 | 0.21910 |
| 1991-05-01 | 0.46996 |
| 1991-06-01 | 0.21946 |
| 1991-07-01 | 0.22852 |
| 1991-08-01 | 2.99323 |
| 1991-09-01 | 0.89623 |
| 1991-10-01 | 0.72119 |
| 1991-11-01 | 0.92491 |
| 1991-12-01 | 0.86604 |
| 1992-01-01 | 0.93794 |
| 1992-02-01 | 0.56507 |
| 1992-03-01 | 0.56230 |
| 1992-04-01 | 0.80044 |
| 1992-05-01 | 0.95747 |
| 1992-06-01 | 1.20058 |
| 1992-07-01 | 1.43725 |
| 1992-08-01 | 1.36140 |
| 1992-09-01 | 1.73408 |
| 1992-10-01 | 2.95400 |
| 1992-11-01 | 1.25236 |
| 1992-12-01 | 0.48577 |
| 1993-01-01 | 0.56442 |
| 1993-02-01 | 0.29809 |
| 1993-03-01 | 0.54993 |
| 1993-04-01 | 0.21814 |
| 1993-05-01 | 0.40183 |
| 1993-06-01 | 0.39603 |
| 1993-07-01 | 0.34352 |
| 1993-08-01 | 0.17059 |
| 1993-09-01 | 0.46127 |
| 1993-10-01 | 0.56651 |
| 1993-11-01 | 0.32167 |
| 1993-12-01 | 0.31839 |
| 1994-01-01 | 0.20678 |
| 1994-02-01 | 0.80347 |
| 1994-03-01 | 0.82199 |
| 1994-04-01 | 0.57406 |
| 1994-05-01 | 0.40503 |
| 1994-06-01 | 0.24642 |
| 1994-07-01 | 0.34279 |
| 1994-08-01 | 1.12291 |
| 1994-09-01 | 0.84429 |
| 1994-10-01 | 0.35038 |
| 1994-11-01 | 0.20922 |
| 1994-12-01 | 0.30485 |
| 1995-01-01 | 0.70749 |
| 1995-02-01 | 0.37688 |
| 1995-03-01 | 0.32750 |
| 1995-04-01 | 0.43281 |
| 1995-05-01 | 0.48717 |
| 1995-06-01 | 0.05778 |
| 1995-07-01 | 0.12173 |
| 1995-08-01 | 0.11472 |
| 1995-09-01 | 0.26932 |
| 1995-10-01 | 0.10964 |
| 1995-11-01 | 0.52998 |
| 1995-12-01 | 0.48488 |
| 1996-01-01 | 1.25873 |
| 1996-02-01 | 0.56491 |
| 1996-03-01 | 1.45357 |
| 1996-04-01 | 0.17554 |
| 1996-05-01 | 0.55674 |
| 1996-06-01 | 0.53890 |
| 1996-07-01 | 0.74970 |
| 1996-08-01 | 0.50071 |
| 1996-09-01 | 0.77608 |
| 1996-10-01 | 0.66592 |
| 1996-11-01 | 0.66080 |
| 1996-12-01 | 0.53439 |
| 1997-01-01 | 0.43854 |
| 1997-02-01 | 0.21950 |
| 1997-03-01 | 0.36856 |
| 1997-04-01 | 0.44395 |
| 1997-05-01 | 0.41928 |
| 1997-06-01 | 0.52579 |
| 1997-07-01 | 0.34585 |
| 1997-08-01 | 0.21002 |
| 1997-09-01 | 0.54541 |
| 1997-10-01 | 0.20063 |
| 1997-11-01 | 0.72737 |
| 1997-12-01 | 1.71368 |
| 1998-01-01 | 0.53329 |
| 1998-02-01 | 0.47059 |
| 1998-03-01 | 0.22538 |
| 1998-04-01 | 0.29357 |
| 1998-05-01 | 0.40068 |
| 1998-06-01 | 0.62459 |
| 1998-07-01 | 0.62932 |
| 1998-08-01 | 0.49281 |
| 1998-09-01 | 1.25641 |
| 1998-10-01 | 0.36016 |
| 1998-11-01 | 0.56589 |
| 1998-12-01 | 0.88598 |
| 1999-01-01 | 0.62160 |
| 1999-02-01 | 0.37706 |
| 1999-03-01 | 0.30503 |
| 1999-04-01 | 0.43346 |
| 1999-05-01 | 0.67517 |
| 1999-06-01 | 0.70005 |
| 1999-07-01 | 0.38802 |
| 1999-08-01 | 0.71104 |
| 1999-09-01 | 0.37725 |
| 1999-10-01 | 0.41946 |
| 1999-11-01 | 0.31706 |
| 1999-12-01 | 0.84598 |
| 2000-01-01 | 0.40981 |
| 2000-02-01 | 0.40998 |
| 2000-03-01 | 1.29958 |
| 2000-04-01 | 0.67190 |
| 2000-05-01 | 0.80053 |
| 2000-06-01 | 0.91829 |
| 2000-07-01 | 0.44191 |
| 2000-08-01 | 0.90502 |
| 2000-09-01 | 0.58957 |
| 2000-10-01 | 1.58450 |
| 2000-11-01 | 7.17213 |
| 2000-12-01 | 4.17614 |
| 2001-01-01 | 0.99331 |
| 2001-02-01 | 0.28006 |
| 2001-03-01 | 0.47037 |
| 2001-04-01 | 0.47468 |
| 2001-05-01 | 0.32495 |
| 2001-06-01 | 0.27083 |
| 2001-07-01 | 0.28109 |
| 2001-08-01 | 0.33376 |
| 2001-09-01 | 0.71261 |
| 2001-10-01 | 0.30882 |
| 2001-11-01 | 0.11578 |
| 2001-12-01 | 0.41588 |
| 2002-01-01 | 0.53278 |
| 2002-02-01 | 0.11638 |
| 2002-03-01 | 0.20848 |
| 2002-04-01 | 0.45783 |
| 2002-05-01 | 0.16122 |
| 2002-06-01 | 0.58628 |
| 2002-07-01 | 0.72200 |
| 2002-08-01 | 0.59126 |
| 2002-09-01 | 1.24880 |
| 2002-10-01 | 1.07386 |
| 2002-11-01 | 1.08012 |
| 2002-12-01 | 0.83832 |
| 2003-01-01 | 0.71484 |
| 2003-02-01 | 0.24245 |
| 2003-03-01 | 0.32237 |
| 2003-04-01 | 0.75176 |
| 2003-05-01 | 0.26682 |
| 2003-06-01 | 0.31830 |
| 2003-07-01 | 0.33545 |
| 2003-08-01 | 0.37792 |
| 2003-09-01 | 0.42723 |
| 2003-10-01 | 0.31497 |
| 2003-11-01 | 0.43140 |
| 2003-12-01 | 0.42409 |
| 2004-01-01 | 1.05727 |
| 2004-02-01 | 0.41569 |
| 2004-03-01 | 0.58044 |
| 2004-04-01 | 0.46382 |
| 2004-05-01 | 0.67946 |
| 2004-06-01 | 0.31332 |
| 2004-07-01 | 1.11046 |
| 2004-08-01 | 1.34154 |
| 2004-09-01 | 1.02148 |
| 2004-10-01 | 2.09550 |
| 2004-11-01 | 1.57093 |
| 2004-12-01 | 0.56692 |
| 2005-01-01 | 1.25409 |
| 2005-02-01 | 0.27649 |
| 2005-03-01 | 0.33660 |
| 2005-04-01 | 0.46013 |
| 2005-05-01 | 0.15361 |
| 2005-06-01 | 0.20905 |
| 2005-07-01 | 0.28381 |
| 2005-08-01 | 0.05709 |
| 2005-09-01 | 0.09581 |
| 2005-10-01 | 0.31784 |
| 2005-11-01 | 0.15534 |
| 2005-12-01 | 0.33576 |
| 2006-01-01 | 0.45449 |
| 2006-02-01 | 0.15171 |
| 2006-03-01 | 0.41873 |
| 2006-04-01 | 0.14603 |
| 2006-05-01 | 0.26366 |
| 2006-06-01 | 0.51275 |
| 2006-07-01 | 0.51860 |
| 2006-08-01 | 0.11168 |
| 2006-09-01 | 1.13362 |
| 2006-10-01 | 0.47985 |
| 2006-11-01 | 0.56918 |
| 2006-12-01 | 0.79944 |
| 2007-01-01 | 0.36085 |
| 2007-02-01 | 0.45726 |
| 2007-03-01 | 0.41371 |
| 2007-04-01 | 0.40562 |
| 2007-05-01 | 0.36456 |
| 2007-06-01 | 0.60577 |
| 2007-07-01 | 0.36165 |
| 2007-08-01 | 0.46866 |
| 2007-09-01 | 0.95090 |
| 2007-10-01 | 0.09763 |
| 2007-11-01 | 0.57590 |
| 2007-12-01 | 0.92575 |
| 2008-01-01 | 1.06643 |
| 2008-02-01 | 0.61760 |
| 2008-03-01 | 0.66406 |
| 2008-04-01 | 0.88954 |
| 2008-05-01 | 0.37952 |
| 2008-06-01 | 0.17718 |
| 2008-07-01 | 0.56353 |
| 2008-08-01 | 0.50343 |
| 2008-09-01 | 0.99605 |
| 2008-10-01 | 1.22089 |
| 2008-11-01 | 1.92368 |
| 2008-12-01 | 0.29695 |
| 2009-01-01 | 0.17876 |
| 2009-02-01 | 0.38499 |
| 2009-03-01 | 0.11972 |
| 2009-04-01 | 0.27625 |
| 2009-05-01 | 0.05918 |
| 2009-06-01 | 0.06488 |
| 2009-07-01 | 0.21898 |
| 2009-08-01 | 0.21904 |
| 2009-09-01 | 0.05245 |
| 2009-10-01 | 0.00000 |
| 2009-11-01 | 0.17239 |
| 2009-12-01 | 0.10108 |
| 2010-01-01 | 0.41108 |
| 2010-02-01 | 0.00000 |
| 2010-03-01 | 0.10730 |
| 2010-04-01 | 0.17085 |
| 2010-05-01 | 0.16524 |
| 2010-06-01 | 0.17045 |
| 2010-07-01 | 0.11594 |
| 2010-08-01 | 0.05316 |
| 2010-09-01 | 0.20785 |
| 2010-10-01 | 0.34737 |
| 2010-11-01 | 0.22748 |
| 2010-12-01 | 0.05488 |
| 2011-01-01 | 0.45811 |
| 2011-02-01 | 0.21823 |
| 2011-03-01 | 0.11747 |
| 2011-04-01 | 0.22166 |
| 2011-05-01 | 0.11884 |
| 2011-06-01 | 0.35552 |
| 2011-07-01 | 0.13409 |
| 2011-08-01 | 0.45596 |
| 2011-09-01 | 0.38065 |
| 2011-10-01 | 0.48082 |
| 2011-11-01 | 0.18169 |
| 2011-12-01 | 0.33778 |
| 2012-01-01 | 1.20875 |
| 2012-02-01 | 0.21354 |
| 2012-03-01 | 0.55088 |
| 2012-04-01 | 0.47066 |
| 2012-05-01 | 1.47067 |
| 2012-06-01 | 1.43737 |
| 2012-07-01 | 1.02916 |
| 2012-08-01 | 0.61764 |
| 2012-09-01 | 1.09851 |
| 2012-10-01 | 1.23089 |
| 2012-11-01 | 1.79559 |
| 2012-12-01 | 0.71387 |
| 2013-01-01 | 0.68279 |
| 2013-02-01 | 0.35378 |
| 2013-03-01 | 0.26279 |
| 2013-04-01 | 0.10091 |
| 2013-05-01 | 0.19880 |
| 2013-06-01 | 0.09762 |
| 2013-07-01 | 0.20967 |
| 2013-08-01 | 0.25779 |
| 2013-09-01 | 0.17147 |
| 2013-10-01 | 0.16723 |
| 2013-11-01 | 0.26431 |
| 2013-12-01 | 0.22773 |
| 2014-01-01 | 0.28572 |
| 2014-02-01 | 0.05329 |
| 2014-03-01 | 0.35734 |
| 2014-04-01 | 0.48974 |
| 2014-05-01 | 0.46782 |
| 2014-06-01 | 0.21823 |
| 2014-07-01 | 0.05956 |
| 2014-08-01 | 0.38926 |
| 2014-09-01 | 0.39152 |
| 2014-10-01 | 0.30463 |
| 2014-11-01 | 0.25731 |
| 2014-12-01 | 0.18244 |
| 2015-01-01 | 0.81166 |
| 2015-02-01 | 0.54838 |
| 2015-03-01 | 0.29058 |
| 2015-04-01 | 0.40766 |
| 2015-05-01 | 0.40799 |
| 2015-06-01 | 0.93294 |
| 2015-07-01 | 1.14278 |
| 2015-08-01 | 0.30861 |
| 2015-09-01 | 0.36659 |
| 2015-10-01 | 0.26369 |
| 2015-11-01 | 0.28125 |
| 2015-12-01 | 0.37245 |
| 2016-01-01 | 0.33792 |
| 2016-02-01 | 0.50967 |
| 2016-03-01 | 1.11972 |
| 2016-04-01 | 0.65751 |
| 2016-05-01 | 1.35916 |
| 2016-06-01 | 8.82248 |
| 2016-07-01 | 7.61397 |
| 2016-08-01 | 2.45714 |
| 2016-09-01 | 2.02655 |
| 2016-10-01 | 2.87455 |
| 2016-11-01 | 6.54227 |
| 2016-12-01 | 1.99517 |
| 2017-01-01 | 2.28175 |
| 2017-02-01 | 1.43689 |
| 2017-03-01 | 1.90030 |
| 2017-04-01 | 2.60313 |
| 2017-05-01 | 1.16053 |
| 2017-06-01 | 0.99138 |
| 2017-07-01 | 1.21439 |
| 2017-08-01 | 0.58970 |
| 2017-09-01 | 0.43106 |
| 2017-10-01 | 0.71565 |
| 2017-11-01 | 1.10615 |
| 2017-12-01 | 1.22731 |
| 2018-01-01 | 1.08107 |
| 2018-02-01 | 1.22712 |
| 2018-03-01 | 0.76516 |
| 2018-04-01 | 0.62406 |
| 2018-05-01 | 1.02057 |
| 2018-06-01 | 0.79303 |
| 2018-07-01 | 1.05786 |
| 2018-08-01 | 1.23932 |
| 2018-09-01 | 0.61632 |
| 2018-10-01 | 1.42636 |
| 2018-11-01 | 1.82504 |
| 2018-12-01 | 5.43352 |
| 2019-01-01 | 2.80981 |
| 2019-02-01 | 1.25404 |
| 2019-03-01 | 1.47312 |
| 2019-04-01 | 1.08800 |
| 2019-05-01 | 1.25978 |
| 2019-06-01 | 0.55357 |
| 2019-07-01 | 0.68094 |
| 2019-08-01 | 2.78084 |
| 2019-09-01 | 2.19504 |
| 2019-10-01 | 2.44481 |
| 2019-11-01 | 2.10026 |
| 2019-12-01 | 4.25017 |
| 2020-01-01 | 1.18667 |
| 2020-02-01 | 2.51132 |
| 2020-03-01 | 2.61969 |
| 2020-04-01 | 0.87885 |
| 2020-05-01 | 0.83604 |
| 2020-06-01 | 1.67560 |
| 2020-07-01 | 1.24440 |
| 2020-08-01 | 1.14121 |
| 2020-09-01 | 2.00066 |
| 2020-10-01 | 3.95481 |
| 2020-11-01 | 1.98843 |
| 2020-12-01 | 1.86565 |
| 2021-01-01 | 1.20071 |
| 2021-02-01 | 0.80376 |
| 2021-03-01 | 0.96132 |
| 2021-04-01 | 1.61280 |
| 2021-05-01 | 0.00000 |
| 2021-06-01 | 1.19120 |
| 2021-07-01 | 0.24268 |
| 2021-08-01 | 0.51687 |
| 2021-09-01 | 0.00000 |
| 2021-10-01 | 0.64538 |
| 2021-11-01 | 0.57113 |
| 2021-12-01 | 0.44728 |
| 2022-01-01 | 0.14537 |
| 2022-02-01 | 0.00000 |
| 2022-03-01 | 0.67005 |
| 2022-04-01 | 0.31735 |
| 2022-05-01 | 0.75713 |
| 2022-06-01 | 0.00000 |
| 2022-07-01 | 0.31864 |
| 2022-08-01 | 0.00000 |
| 2022-09-01 | 0.36655 |
| 2022-10-01 | 0.00000 |
| 2022-11-01 | 0.54907 |
| 2022-12-01 | 0.31882 |
| 2023-01-01 | 0.15105 |
| 2023-02-01 | 0.35522 |
| 2023-03-01 | 0.50310 |
| 2023-04-01 | 0.31884 |
| 2023-05-01 | 0.67997 |
| 2023-06-01 | 0.19217 |
| 2023-07-01 | 0.00000 |
| 2023-08-01 | 0.28098 |
| 2023-09-01 | 0.00000 |
| 2023-10-01 | 0.00000 |
| 2023-11-01 | 0.00000 |
| 2023-12-01 | 0.74064 |
| 2024-01-01 | 1.23939 |
| 2024-02-01 | 0.76075 |
| 2024-03-01 | 0.71921 |
| 2024-04-01 | 2.01305 |
| 2024-05-01 | 0.77969 |
| 2024-06-01 | 1.49274 |
| 2024-07-01 | 1.98798 |
| 2024-08-01 | 1.73382 |
| 2024-09-01 | 1.99144 |
| 2024-10-01 | 2.06572 |
| 2024-11-01 | 2.14271 |
| 2024-12-01 | 0.00000 |
| 2025-01-01 | 0.55490 |
| 2025-02-01 | 0.79900 |
| 2025-03-01 | 1.05471 |
| 2025-04-01 | 1.92487 |
| 2025-05-01 | 1.05494 |
| 2025-06-01 | 0.66568 |
| 2025-07-01 | 0.20555 |
| 2025-08-01 | 0.00000 |
| 2025-09-01 | 0.47003 |
| 2025-10-01 | 0.38107 |
| 2025-11-01 | 0.00000 |