Title: Equity Market Volatility Tracker: Healthcare Matters Series ID: EMVHEALTHCAREMAT Source: Baker, Scott R., Bloom, Nick, Davis, Stephen J. Release: Economic Policy Uncertainty (Not a Press Release) Seasonal Adjustment: Not Seasonally Adjusted Frequency: Monthly Units: Index Date Range: 1985-01-01 to 2024-03-01 Last Updated: 2024-04-08 8:02 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' (https://www.policyuncertainty.com/media/Policy%20News%20and%20Stock%20Market%20Volatility.pdf) 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 1.12647 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 0.77110 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 3.42458 2024-03-01 3.62199