Federal Reserve Economic Data

Table Data - Equity Market Volatility Tracker: Macroeconomic News and Outlook: Business Investment And Sentiment

Title Equity Market Volatility Tracker: Macroeconomic News and Outlook: Business Investment And Sentiment
Series ID EMVMACROBUS
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 2024-10-01
Last Updated 2024-11-11 8:01 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 0.00000
1985-02-01 0.00000
1985-03-01 0.24807
1985-04-01 0.14258
1985-05-01 0.13203
1985-06-01 0.06578
1985-07-01 0.08192
1985-08-01 0.25148
1985-09-01 0.29129
1985-10-01 0.18797
1985-11-01 0.14364
1985-12-01 0.12827
1986-01-01 0.32878
1986-02-01 0.08079
1986-03-01 0.46718
1986-04-01 0.26103
1986-05-01 0.20826
1986-06-01 0.18268
1986-07-01 0.36431
1986-08-01 0.33936
1986-09-01 0.41350
1986-10-01 0.25618
1986-11-01 0.25043
1986-12-01 0.29150
1987-01-01 0.59398
1987-02-01 0.29422
1987-03-01 0.26335
1987-04-01 0.28630
1987-05-01 0.40636
1987-06-01 0.22076
1987-07-01 0.10781
1987-08-01 0.41753
1987-09-01 0.34289
1987-10-01 1.15265
1987-11-01 0.78805
1987-12-01 0.76357
1988-01-01 1.42561
1988-02-01 0.44125
1988-03-01 0.25224
1988-04-01 0.44116
1988-05-01 0.60692
1988-06-01 0.30404
1988-07-01 0.12009
1988-08-01 0.37770
1988-09-01 0.20132
1988-10-01 0.56992
1988-11-01 0.20287
1988-12-01 0.34857
1989-01-01 0.54671
1989-02-01 0.39910
1989-03-01 0.09108
1989-04-01 0.27650
1989-05-01 0.25044
1989-06-01 0.09999
1989-07-01 0.26041
1989-08-01 0.21102
1989-09-01 0.53843
1989-10-01 0.52124
1989-11-01 0.05021
1989-12-01 0.35177
1990-01-01 0.19286
1990-02-01 0.29612
1990-03-01 0.04455
1990-04-01 0.24888
1990-05-01 0.16806
1990-06-01 0.04902
1990-07-01 0.22546
1990-08-01 0.28566
1990-09-01 0.10092
1990-10-01 0.30843
1990-11-01 0.18869
1990-12-01 0.37705
1991-01-01 0.26046
1991-02-01 0.64962
1991-03-01 0.21645
1991-04-01 0.05477
1991-05-01 0.20887
1991-06-01 0.05486
1991-07-01 0.17139
1991-08-01 0.26256
1991-09-01 0.26360
1991-10-01 0.15454
1991-11-01 0.43525
1991-12-01 0.15283
1992-01-01 0.22069
1992-02-01 0.22603
1992-03-01 0.56230
1992-04-01 0.53363
1992-05-01 0.15958
1992-06-01 0.21829
1992-07-01 0.24780
1992-08-01 0.17566
1992-09-01 0.23434
1992-10-01 0.09847
1992-11-01 0.38534
1992-12-01 0.29146
1993-01-01 0.16933
1993-02-01 0.23847
1993-03-01 0.21997
1993-04-01 0.21814
1993-05-01 0.17221
1993-06-01 0.39603
1993-07-01 0.05725
1993-08-01 0.22745
1993-09-01 0.28829
1993-10-01 0.15450
1993-11-01 0.26806
1993-12-01 0.05307
1994-01-01 0.31018
1994-02-01 0.10713
1994-03-01 0.25687
1994-04-01 0.22963
1994-05-01 0.15189
1994-06-01 0.39428
1994-07-01 0.17140
1994-08-01 0.45937
1994-09-01 0.22515
1994-10-01 0.00000
1994-11-01 0.05231
1994-12-01 0.10162
1995-01-01 0.38096
1995-02-01 0.25125
1995-03-01 0.27291
1995-04-01 0.27051
1995-05-01 0.05413
1995-06-01 0.40443
1995-07-01 0.30433
1995-08-01 0.17208
1995-09-01 0.10773
1995-10-01 0.32891
1995-11-01 0.23555
1995-12-01 0.18183
1996-01-01 0.39749
1996-02-01 0.12554
1996-03-01 0.23257
1996-04-01 0.29257
1996-05-01 0.16702
1996-06-01 0.35927
1996-07-01 0.31237
1996-08-01 0.37554
1996-09-01 0.11087
1996-10-01 0.16648
1996-11-01 0.42051
1996-12-01 0.65315
1997-01-01 0.27409
1997-02-01 0.27438
1997-03-01 0.31591
1997-04-01 0.66592
1997-05-01 0.15723
1997-06-01 0.57837
1997-07-01 0.40349
1997-08-01 0.26253
1997-09-01 0.29750
1997-10-01 0.40126
1997-11-01 0.62346
1997-12-01 0.31158
1998-01-01 0.31997
1998-02-01 0.20915
1998-03-01 0.13523
1998-04-01 0.48928
1998-05-01 0.60101
1998-06-01 0.41639
1998-07-01 0.36710
1998-08-01 0.65708
1998-09-01 0.99466
1998-10-01 1.33775
1998-11-01 0.73566
1998-12-01 0.36482
1999-01-01 0.28254
1999-02-01 0.37706
1999-03-01 0.20335
1999-04-01 0.28897
1999-05-01 0.28936
1999-06-01 0.20001
1999-07-01 0.55432
1999-08-01 0.29627
1999-09-01 0.48504
1999-10-01 0.36702
1999-11-01 0.21137
1999-12-01 0.58161
2000-01-01 0.23418
2000-02-01 0.35141
2000-03-01 0.16951
2000-04-01 0.54974
2000-05-01 0.34308
2000-06-01 0.00000
2000-07-01 0.16572
2000-08-01 0.10647
2000-09-01 0.21439
2000-10-01 0.63380
2000-11-01 0.67239
2000-12-01 0.75930
2001-01-01 0.99331
2001-02-01 0.72815
2001-03-01 0.88848
2001-04-01 1.00211
2001-05-01 1.13733
2001-06-01 0.59582
2001-07-01 0.84328
2001-08-01 0.89001
2001-09-01 1.49001
2001-10-01 1.02940
2001-11-01 0.52103
2001-12-01 0.47529
2002-01-01 0.76958
2002-02-01 0.58190
2002-03-01 0.72967
2002-04-01 0.74397
2002-05-01 0.48366
2002-06-01 0.82079
2002-07-01 1.18146
2002-08-01 1.51099
2002-09-01 1.62344
2002-10-01 1.02016
2002-11-01 1.19382
2002-12-01 1.06187
2003-01-01 1.31971
2003-02-01 0.84856
2003-03-01 0.91338
2003-04-01 1.23504
2003-05-01 1.22738
2003-06-01 0.79575
2003-07-01 0.27954
2003-08-01 0.75583
2003-09-01 0.21362
2003-10-01 0.49495
2003-11-01 0.38347
2003-12-01 0.26506
2004-01-01 0.37004
2004-02-01 0.10392
2004-03-01 0.19348
2004-04-01 0.15461
2004-05-01 0.20906
2004-06-01 0.46998
2004-07-01 0.11105
2004-08-01 0.46438
2004-09-01 0.20430
2004-10-01 0.24946
2004-11-01 0.20946
2004-12-01 0.30923
2005-01-01 0.26127
2005-02-01 0.11060
2005-03-01 0.28851
2005-04-01 0.51126
2005-05-01 0.46083
2005-06-01 0.36583
2005-07-01 0.23650
2005-08-01 0.34252
2005-09-01 0.28744
2005-10-01 0.27243
2005-11-01 0.10356
2005-12-01 0.27980
2006-01-01 0.39768
2006-02-01 0.05057
2006-03-01 0.13958
2006-04-01 0.24338
2006-05-01 0.36913
2006-06-01 0.11395
2006-07-01 0.17287
2006-08-01 0.33504
2006-09-01 0.34501
2006-10-01 0.14396
2006-11-01 0.26270
2006-12-01 0.37621
2007-01-01 0.22553
2007-02-01 0.25404
2007-03-01 0.64355
2007-04-01 0.58589
2007-05-01 0.27342
2007-06-01 0.41938
2007-07-01 0.10333
2007-08-01 0.93733
2007-09-01 0.50047
2007-10-01 0.29289
2007-11-01 0.33594
2007-12-01 0.36001
2008-01-01 0.47989
2008-02-01 0.46320
2008-03-01 0.23716
2008-04-01 0.14045
2008-05-01 0.18976
2008-06-01 0.04430
2008-07-01 0.22541
2008-08-01 0.18307
2008-09-01 0.18676
2008-10-01 0.36627
2008-11-01 0.30058
2008-12-01 0.17817
2009-01-01 0.17876
2009-02-01 0.19250
2009-03-01 0.17958
2009-04-01 0.27625
2009-05-01 0.11837
2009-06-01 0.00000
2009-07-01 0.10949
2009-08-01 0.10952
2009-09-01 0.20979
2009-10-01 0.31943
2009-11-01 0.11493
2009-12-01 0.20215
2010-01-01 0.35236
2010-02-01 0.05547
2010-03-01 0.05365
2010-04-01 0.05695
2010-05-01 0.55079
2010-06-01 0.34090
2010-07-01 0.28986
2010-08-01 0.31893
2010-09-01 0.15589
2010-10-01 0.09925
2010-11-01 0.51183
2010-12-01 0.43904
2011-01-01 0.34358
2011-02-01 0.21823
2011-03-01 0.11747
2011-04-01 0.22166
2011-05-01 0.23767
2011-06-01 0.11851
2011-07-01 0.33523
2011-08-01 1.36789
2011-09-01 0.38065
2011-10-01 0.48082
2011-11-01 0.18169
2011-12-01 0.13511
2012-01-01 0.60438
2012-02-01 0.21354
2012-03-01 0.48967
2012-04-01 0.11767
2012-05-01 0.13370
2012-06-01 0.41068
2012-07-01 0.58809
2012-08-01 0.30882
2012-09-01 0.00000
2012-10-01 0.11190
2012-11-01 0.54412
2012-12-01 0.40792
2013-01-01 0.72831
2013-02-01 0.19654
2013-03-01 0.21899
2013-04-01 0.25229
2013-05-01 0.09940
2013-06-01 0.24405
2013-07-01 0.41934
2013-08-01 0.05156
2013-09-01 0.40010
2013-10-01 1.00340
2013-11-01 0.39647
2013-12-01 0.17080
2014-01-01 0.34287
2014-02-01 0.26646
2014-03-01 0.11911
2014-04-01 0.30609
2014-05-01 0.11696
2014-06-01 0.54557
2014-07-01 0.17867
2014-08-01 0.05561
2014-09-01 0.00000
2014-10-01 0.12185
2014-11-01 0.12866
2014-12-01 0.06081
2015-01-01 0.74402
2015-02-01 0.12186
2015-03-01 0.11623
2015-04-01 0.00000
2015-05-01 0.29142
2015-06-01 0.11662
2015-07-01 0.21427
2015-08-01 1.23444
2015-09-01 0.29327
2015-10-01 0.13184
2015-11-01 0.21094
2015-12-01 0.22347
2016-01-01 0.50688
2016-02-01 0.91740
2016-03-01 0.34453
2016-04-01 0.29223
2016-05-01 0.29125
2016-06-01 0.38359
2016-07-01 0.44788
2016-08-01 0.30714
2016-09-01 0.00000
2016-10-01 0.29737
2016-11-01 0.11478
2016-12-01 0.69831
2017-01-01 0.41486
2017-02-01 0.44212
2017-03-01 0.66510
2017-04-01 0.35497
2017-05-01 0.38684
2017-06-01 0.00000
2017-07-01 0.22080
2017-08-01 0.47176
2017-09-01 0.17242
2017-10-01 0.08946
2017-11-01 0.61453
2017-12-01 0.81821
2018-01-01 0.36036
2018-02-01 0.49085
2018-03-01 0.00000
2018-04-01 0.52005
2018-05-01 0.38271
2018-06-01 0.79303
2018-07-01 0.58770
2018-08-01 0.33800
2018-09-01 0.46224
2018-10-01 1.06977
2018-11-01 1.52087
2018-12-01 1.96210
2019-01-01 1.33096
2019-02-01 0.12540
2019-03-01 0.88387
2019-04-01 1.08800
2019-05-01 0.75587
2019-06-01 1.10714
2019-07-01 1.36189
2019-08-01 3.95173
2019-09-01 0.58535
2019-10-01 1.38185
2019-11-01 1.50018
2019-12-01 2.04638
2020-01-01 0.52741
2020-02-01 0.66969
2020-03-01 1.63731
2020-04-01 0.35154
2020-05-01 0.20901
2020-06-01 0.18618
2020-07-01 0.15555
2020-08-01 0.16303
2020-09-01 0.30779
2020-10-01 0.34390
2020-11-01 0.45887
2020-12-01 0.50881
2021-01-01 0.00000
2021-02-01 0.00000
2021-03-01 0.00000
2021-04-01 0.16128
2021-05-01 0.46012
2021-06-01 0.00000
2021-07-01 0.12134
2021-08-01 0.51687
2021-09-01 0.00000
2021-10-01 0.00000
2021-11-01 0.00000
2021-12-01 0.00000
2022-01-01 0.00000
2022-02-01 0.00000
2022-03-01 0.53604
2022-04-01 0.00000
2022-05-01 0.00000
2022-06-01 0.66283
2022-07-01 0.79661
2022-08-01 0.21756
2022-09-01 0.36655
2022-10-01 0.28980
2022-11-01 0.54907
2022-12-01 0.00000
2023-01-01 1.05738
2023-02-01 0.00000
2023-03-01 0.16770
2023-04-01 0.15942
2023-05-01 0.16999
2023-06-01 0.19217
2023-07-01 0.34819
2023-08-01 0.00000
2023-09-01 0.37640
2023-10-01 0.00000
2023-11-01 0.00000
2023-12-01 0.00000
2024-01-01 0.53117
2024-02-01 0.00000
2024-03-01 0.00000
2024-04-01 0.00000
2024-05-01 0.00000
2024-06-01 0.00000
2024-07-01 0.00000
2024-08-01 0.31524
2024-09-01 0.44263
2024-10-01 0.00000

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