Table Data - Equity Market Volatility Tracker: Healthcare Matters

Title Equity Market Volatility Tracker: Healthcare Matters
Series ID EMVHEALTHCAREMAT
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 2026-05-01
Last Updated 2026-06-02 8:03 AM CDT
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 0.97043
1985-03-01 0.33076
1985-04-01 0.21386
1985-05-01 0.39609
1985-06-01 0.19735
1985-07-01 0.16384
1985-08-01 0.00000
1985-09-01 0.29129
1985-10-01 0.31329
1985-11-01 0.35909
1985-12-01 0.32067
1986-01-01 0.46029
1986-02-01 0.24238
1986-03-01 0.46718
1986-04-01 0.39154
1986-05-01 0.48595
1986-06-01 0.73070
1986-07-01 0.36431
1986-08-01 0.67871
1986-09-01 0.13783
1986-10-01 0.57641
1986-11-01 0.75130
1986-12-01 0.40811
1987-01-01 0.59398
1987-02-01 0.52959
1987-03-01 0.57938
1987-04-01 0.80164
1987-05-01 0.81272
1987-06-01 0.55189
1987-07-01 0.37735
1987-08-01 0.99163
1987-09-01 0.73476
1987-10-01 1.20754
1987-11-01 1.91383
1987-12-01 0.87265
1988-01-01 0.93213
1988-02-01 0.66188
1988-03-01 0.40358
1988-04-01 0.93746
1988-05-01 0.93797
1988-06-01 0.76010
1988-07-01 0.66050
1988-08-01 0.97122
1988-09-01 0.45297
1988-10-01 1.08802
1988-11-01 1.06508
1988-12-01 0.99590
1989-01-01 0.98408
1989-02-01 0.68416
1989-03-01 0.45538
1989-04-01 0.59908
1989-05-01 0.55097
1989-06-01 0.69996
1989-07-01 0.78124
1989-08-01 0.73858
1989-09-01 0.73423
1989-10-01 0.42647
1989-11-01 0.70294
1989-12-01 0.75379
1990-01-01 0.57859
1990-02-01 0.71070
1990-03-01 0.40093
1990-04-01 0.39821
1990-05-01 0.63021
1990-06-01 0.58821
1990-07-01 0.95819
1990-08-01 0.42849
1990-09-01 0.65596
1990-10-01 1.02810
1990-11-01 0.61324
1990-12-01 0.59251
1991-01-01 0.78139
1991-02-01 1.23427
1991-03-01 0.64935
1991-04-01 1.15025
1991-05-01 1.04435
1991-06-01 1.15216
1991-07-01 0.68555
1991-08-01 0.73518
1991-09-01 1.31798
1991-10-01 1.03028
1991-11-01 1.08812
1991-12-01 0.76415
1992-01-01 2.15173
1992-02-01 2.20379
1992-03-01 1.38019
1992-04-01 1.06726
1992-05-01 0.69151
1992-06-01 1.30972
1992-07-01 0.69384
1992-08-01 0.61482
1992-09-01 1.07794
1992-10-01 1.37853
1992-11-01 0.81885
1992-12-01 0.82581
1993-01-01 1.58037
1993-02-01 1.78852
1993-03-01 1.42981
1993-04-01 0.98164
1993-05-01 1.32029
1993-06-01 1.35781
1993-07-01 1.14508
1993-08-01 1.36470
1993-09-01 1.61445
1993-10-01 1.18451
1993-11-01 0.58972
1993-12-01 0.58372
1994-01-01 0.82713
1994-02-01 0.69634
1994-03-01 1.13023
1994-04-01 0.80369
1994-05-01 1.26572
1994-06-01 1.33068
1994-07-01 1.19978
1994-08-01 1.37812
1994-09-01 0.78801
1994-10-01 1.55170
1994-11-01 0.67997
1994-12-01 1.01618
1995-01-01 0.97960
1995-02-01 1.38189
1995-03-01 0.98249
1995-04-01 1.51483
1995-05-01 1.46152
1995-06-01 0.92441
1995-07-01 0.66952
1995-08-01 0.74568
1995-09-01 0.96954
1995-10-01 1.09636
1995-11-01 1.47217
1995-12-01 1.57586
1996-01-01 1.72247
1996-02-01 1.12982
1996-03-01 1.51172
1996-04-01 0.87772
1996-05-01 1.05780
1996-06-01 1.31731
1996-07-01 2.18662
1996-08-01 1.68991
1996-09-01 0.83151
1996-10-01 1.16537
1996-11-01 1.56189
1996-12-01 1.78131
1997-01-01 2.02823
1997-02-01 1.48166
1997-03-01 1.31629
1997-04-01 1.99776
1997-05-01 1.57230
1997-06-01 2.26089
1997-07-01 1.67159
1997-08-01 2.15273
1997-09-01 1.68582
1997-10-01 1.80566
1997-11-01 1.29887
1997-12-01 2.02526
1998-01-01 2.39981
1998-02-01 1.35949
1998-03-01 1.17198
1998-04-01 1.46784
1998-05-01 2.25381
1998-06-01 1.19712
1998-07-01 1.88796
1998-08-01 1.64269
1998-09-01 1.62287
1998-10-01 2.10952
1998-11-01 2.71629
1998-12-01 1.87620
1999-01-01 3.50354
1999-02-01 1.88532
1999-03-01 1.47430
1999-04-01 1.68569
1999-05-01 1.30211
1999-06-01 1.40010
1999-07-01 1.77381
1999-08-01 1.89611
1999-09-01 1.61680
1999-10-01 2.14972
1999-11-01 1.58528
1999-12-01 1.21610
2000-01-01 1.28797
2000-02-01 1.11281
2000-03-01 1.58210
2000-04-01 1.95461
2000-05-01 2.11568
2000-06-01 1.03308
2000-07-01 1.10477
2000-08-01 1.33091
2000-09-01 1.17915
2000-10-01 2.27112
2000-11-01 2.29732
2000-12-01 1.58187
2001-01-01 0.99331
2001-02-01 1.23225
2001-03-01 1.62018
2001-04-01 1.16034
2001-05-01 1.24565
2001-06-01 0.59582
2001-07-01 1.18059
2001-08-01 1.11252
2001-09-01 1.29566
2001-10-01 2.00733
2001-11-01 0.98416
2001-12-01 0.83176
2002-01-01 1.30236
2002-02-01 1.45475
2002-03-01 0.93815
2002-04-01 0.80120
2002-05-01 1.12854
2002-06-01 1.75885
2002-07-01 3.15056
2002-08-01 1.97085
2002-09-01 2.31028
2002-10-01 1.71817
2002-11-01 2.27395
2002-12-01 1.50898
2003-01-01 3.18930
2003-02-01 1.33345
2003-03-01 1.45066
2003-04-01 1.82571
2003-05-01 1.33411
2003-06-01 2.33420
2003-07-01 1.50950
2003-08-01 1.45768
2003-09-01 0.96127
2003-10-01 1.12489
2003-11-01 1.10247
2003-12-01 0.74216
2004-01-01 0.95154
2004-02-01 0.93531
2004-03-01 1.11251
2004-04-01 1.03070
2004-05-01 1.09759
2004-06-01 0.93995
2004-07-01 0.72180
2004-08-01 1.03196
2004-09-01 0.91933
2004-10-01 1.94582
2004-11-01 1.62329
2004-12-01 1.80385
2005-01-01 1.61986
2005-02-01 1.21657
2005-03-01 0.91362
2005-04-01 1.32927
2005-05-01 1.12648
2005-06-01 0.83619
2005-07-01 0.99332
2005-08-01 1.08466
2005-09-01 0.67070
2005-10-01 1.18054
2005-11-01 0.62137
2005-12-01 1.17517
2006-01-01 1.19303
2006-02-01 0.50571
2006-03-01 0.97703
2006-04-01 0.97352
2006-05-01 0.63279
2006-06-01 0.74064
2006-07-01 1.26769
2006-08-01 0.78176
2006-09-01 1.23220
2006-10-01 0.95971
2006-11-01 1.26972
2006-12-01 1.45781
2007-01-01 1.30810
2007-02-01 1.16856
2007-03-01 1.51694
2007-04-01 1.44220
2007-05-01 1.82279
2007-06-01 1.35134
2007-07-01 1.44658
2007-08-01 1.82259
2007-09-01 1.30122
2007-10-01 0.97630
2007-11-01 1.15180
2007-12-01 1.54291
2008-01-01 2.39947
2008-02-01 2.11014
2008-03-01 1.32812
2008-04-01 0.84272
2008-05-01 1.09113
2008-06-01 1.01879
2008-07-01 1.35247
2008-08-01 1.28146
2008-09-01 2.49013
2008-10-01 3.17432
2008-11-01 2.82541
2008-12-01 1.84112
2009-01-01 2.20468
2009-02-01 2.30994
2009-03-01 1.79577
2009-04-01 1.60228
2009-05-01 2.30813
2009-06-01 1.49217
2009-07-01 1.42340
2009-08-01 1.31422
2009-09-01 0.83915
2009-10-01 0.90505
2009-11-01 1.32164
2009-12-01 1.01075
2010-01-01 1.64433
2010-02-01 1.10947
2010-03-01 1.44857
2010-04-01 1.25291
2010-05-01 0.77111
2010-06-01 1.19314
2010-07-01 1.44931
2010-08-01 0.79733
2010-09-01 1.03923
2010-10-01 0.79398
2010-11-01 1.30801
2010-12-01 0.71344
2011-01-01 2.06150
2011-02-01 0.92749
2011-03-01 1.17473
2011-04-01 1.21913
2011-05-01 0.83185
2011-06-01 0.88881
2011-07-01 3.35229
2011-08-01 4.71162
2011-09-01 1.20538
2011-10-01 1.44245
2011-11-01 1.81692
2011-12-01 1.62134
2012-01-01 2.17576
2012-02-01 1.56596
2012-03-01 1.04055
2012-04-01 0.82366
2012-05-01 1.00273
2012-06-01 2.25873
2012-07-01 0.88213
2012-08-01 1.85293
2012-09-01 1.15954
2012-10-01 1.11899
2012-11-01 2.17647
2012-12-01 1.83566
2013-01-01 1.36558
2013-02-01 3.02677
2013-03-01 1.88333
2013-04-01 0.65594
2013-05-01 1.29218
2013-06-01 1.07381
2013-07-01 1.46769
2013-08-01 0.87648
2013-09-01 2.22913
2013-10-01 2.61999
2013-11-01 0.99117
2013-12-01 1.36637
2014-01-01 1.48577
2014-02-01 0.69280
2014-03-01 1.60801
2014-04-01 1.71410
2014-05-01 1.22803
2014-06-01 0.87292
2014-07-01 1.36980
2014-08-01 0.88973
2014-09-01 0.44745
2014-10-01 0.73111
2014-11-01 0.57896
2014-12-01 0.91222
2015-01-01 1.96152
2015-02-01 1.40143
2015-03-01 0.87173
2015-04-01 1.22298
2015-05-01 1.22398
2015-06-01 1.16617
2015-07-01 1.78560
2015-08-01 1.15729
2015-09-01 1.39304
2015-10-01 1.31845
2015-11-01 1.05468
2015-12-01 1.04285
2016-01-01 0.92929
2016-02-01 1.52900
2016-03-01 1.11972
2016-04-01 0.51140
2016-05-01 1.35916
2016-06-01 1.34255
2016-07-01 0.80618
2016-08-01 0.51190
2016-09-01 0.75995
2016-10-01 1.38772
2016-11-01 1.72165
2016-12-01 0.69831
2017-01-01 2.38547
2017-02-01 1.65795
2017-03-01 1.71027
2017-04-01 2.72145
2017-05-01 0.67697
2017-06-01 0.77107
2017-07-01 0.66239
2017-08-01 1.76911
2017-09-01 0.86212
2017-10-01 0.62619
2017-11-01 0.73743
2017-12-01 3.13646
2018-01-01 1.44142
2018-02-01 1.22712
2018-03-01 0.54654
2018-04-01 1.04010
2018-05-01 1.27571
2018-06-01 0.67974
2018-07-01 0.35262
2018-08-01 0.33800
2018-09-01 0.92447
2018-10-01 1.30750
2018-11-01 2.43339
2018-12-01 3.32049
2019-01-01 2.36616
2019-02-01 0.62702
2019-03-01 1.47312
2019-04-01 0.93257
2019-05-01 0.75587
2019-06-01 0.83036
2019-07-01 1.02142
2019-08-01 1.46360
2019-09-01 0.43901
2019-10-01 0.74407
2019-11-01 2.10026
2019-12-01 2.04638
2020-01-01 0.52741
2020-02-01 2.17648
2020-03-01 10.15130
2020-04-01 6.15192
2020-05-01 4.38921
2020-06-01 2.42031
2020-07-01 1.24440
2020-08-01 3.26061
2020-09-01 2.00066
2020-10-01 3.43896
2020-11-01 2.60025
2020-12-01 2.37447
2021-01-01 2.91601
2021-02-01 1.44678
2021-03-01 3.68504
2021-04-01 2.25792
2021-05-01 1.22699
2021-06-01 3.57360
2021-07-01 1.69875
2021-08-01 3.27351
2021-09-01 2.19599
2021-10-01 1.12941
2021-11-01 1.57060
2021-12-01 2.08732
2022-01-01 2.90744
2022-02-01 2.52340
2022-03-01 1.34009
2022-04-01 1.11072
2022-05-01 1.05998
2022-06-01 0.92797
2022-07-01 1.75254
2022-08-01 2.71946
2022-09-01 1.83277
2022-10-01 3.04295
2022-11-01 2.19627
2022-12-01 2.39114
2023-01-01 3.17214
2023-02-01 1.59847
2023-03-01 2.68322
2023-04-01 2.55071
2023-05-01 4.75979
2023-06-01 0.38433
2023-07-01 1.91506
2023-08-01 1.68587
2023-09-01 3.01123
2023-10-01 1.71234
2023-11-01 2.42863
2023-12-01 1.85159
2024-01-01 3.00994
2024-02-01 3.42336
2024-03-01 2.33742
2024-04-01 2.18080
2024-05-01 0.77969
2024-06-01 2.05252
2024-07-01 2.42975
2024-08-01 2.04906
2024-09-01 3.76161
2024-10-01 2.44131
2024-11-01 2.14271
2024-12-01 2.66061
2025-01-01 3.51438
2025-02-01 3.72867
2025-03-01 9.70334
2025-04-01 7.69947
2025-05-01 7.38458
2025-06-01 3.10651
2025-07-01 4.31646
2025-08-01 2.05650
2025-09-01 3.05518
2025-10-01 2.27337
2025-11-01 4.06606
2025-12-01 3.01834
2026-01-01 4.88765
2026-02-01 4.10788
2026-03-01 1.75583
2026-04-01 3.67685
2026-05-01 3.91289

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