Table Data - Equity Market Volatility Tracker: Other Regulation
| Title | Equity Market Volatility Tracker: Other Regulation |
|---|---|
| Series ID | EMVOTHERREG |
| 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 | 0.08074 |
| 1985-02-01 | 0.16174 |
| 1985-03-01 | 0.41344 |
| 1985-04-01 | 0.35644 |
| 1985-05-01 | 0.26406 |
| 1985-06-01 | 0.06578 |
| 1985-07-01 | 0.32768 |
| 1985-08-01 | 0.33530 |
| 1985-09-01 | 0.29129 |
| 1985-10-01 | 0.18797 |
| 1985-11-01 | 0.07182 |
| 1985-12-01 | 0.06413 |
| 1986-01-01 | 0.26302 |
| 1986-02-01 | 0.00000 |
| 1986-03-01 | 0.06674 |
| 1986-04-01 | 0.00000 |
| 1986-05-01 | 0.00000 |
| 1986-06-01 | 0.18268 |
| 1986-07-01 | 0.14572 |
| 1986-08-01 | 0.20361 |
| 1986-09-01 | 0.20675 |
| 1986-10-01 | 0.19214 |
| 1986-11-01 | 0.18783 |
| 1986-12-01 | 0.05830 |
| 1987-01-01 | 0.17819 |
| 1987-02-01 | 0.17653 |
| 1987-03-01 | 0.31602 |
| 1987-04-01 | 0.05726 |
| 1987-05-01 | 0.23220 |
| 1987-06-01 | 0.11038 |
| 1987-07-01 | 0.10781 |
| 1987-08-01 | 0.05219 |
| 1987-09-01 | 0.09797 |
| 1987-10-01 | 0.38422 |
| 1987-11-01 | 0.28145 |
| 1987-12-01 | 0.38178 |
| 1988-01-01 | 0.10966 |
| 1988-02-01 | 0.11031 |
| 1988-03-01 | 0.05045 |
| 1988-04-01 | 0.05514 |
| 1988-05-01 | 0.33105 |
| 1988-06-01 | 0.25337 |
| 1988-07-01 | 0.06005 |
| 1988-08-01 | 0.26978 |
| 1988-09-01 | 0.20132 |
| 1988-10-01 | 0.31086 |
| 1988-11-01 | 0.00000 |
| 1988-12-01 | 0.04980 |
| 1989-01-01 | 0.21868 |
| 1989-02-01 | 0.05701 |
| 1989-03-01 | 0.09108 |
| 1989-04-01 | 0.04608 |
| 1989-05-01 | 0.15026 |
| 1989-06-01 | 0.09999 |
| 1989-07-01 | 0.20833 |
| 1989-08-01 | 0.00000 |
| 1989-09-01 | 0.00000 |
| 1989-10-01 | 0.04739 |
| 1989-11-01 | 0.00000 |
| 1989-12-01 | 0.15076 |
| 1990-01-01 | 0.04822 |
| 1990-02-01 | 0.05922 |
| 1990-03-01 | 0.13364 |
| 1990-04-01 | 0.19910 |
| 1990-05-01 | 0.21007 |
| 1990-06-01 | 0.09804 |
| 1990-07-01 | 0.28182 |
| 1990-08-01 | 0.28566 |
| 1990-09-01 | 0.15138 |
| 1990-10-01 | 0.25703 |
| 1990-11-01 | 0.04717 |
| 1990-12-01 | 0.16159 |
| 1991-01-01 | 0.36465 |
| 1991-02-01 | 0.06496 |
| 1991-03-01 | 0.05411 |
| 1991-04-01 | 0.21910 |
| 1991-05-01 | 0.15665 |
| 1991-06-01 | 0.16459 |
| 1991-07-01 | 0.11426 |
| 1991-08-01 | 0.31508 |
| 1991-09-01 | 0.21088 |
| 1991-10-01 | 0.25757 |
| 1991-11-01 | 0.21762 |
| 1991-12-01 | 0.10189 |
| 1992-01-01 | 0.16552 |
| 1992-02-01 | 0.05651 |
| 1992-03-01 | 0.30671 |
| 1992-04-01 | 0.10673 |
| 1992-05-01 | 0.37235 |
| 1992-06-01 | 0.16372 |
| 1992-07-01 | 0.14868 |
| 1992-08-01 | 0.13175 |
| 1992-09-01 | 0.09373 |
| 1992-10-01 | 0.14770 |
| 1992-11-01 | 0.09634 |
| 1992-12-01 | 0.09715 |
| 1993-01-01 | 0.22577 |
| 1993-02-01 | 0.05962 |
| 1993-03-01 | 0.38495 |
| 1993-04-01 | 0.49082 |
| 1993-05-01 | 0.17221 |
| 1993-06-01 | 0.16973 |
| 1993-07-01 | 0.28627 |
| 1993-08-01 | 0.17059 |
| 1993-09-01 | 0.00000 |
| 1993-10-01 | 0.25750 |
| 1993-11-01 | 0.26806 |
| 1993-12-01 | 0.05307 |
| 1994-01-01 | 0.31018 |
| 1994-02-01 | 0.42852 |
| 1994-03-01 | 0.20550 |
| 1994-04-01 | 0.22963 |
| 1994-05-01 | 0.20252 |
| 1994-06-01 | 0.09857 |
| 1994-07-01 | 0.34279 |
| 1994-08-01 | 0.20417 |
| 1994-09-01 | 0.50658 |
| 1994-10-01 | 0.25027 |
| 1994-11-01 | 0.41844 |
| 1994-12-01 | 0.40647 |
| 1995-01-01 | 0.16327 |
| 1995-02-01 | 0.12563 |
| 1995-03-01 | 0.27291 |
| 1995-04-01 | 0.27051 |
| 1995-05-01 | 0.05413 |
| 1995-06-01 | 0.11555 |
| 1995-07-01 | 0.24346 |
| 1995-08-01 | 0.22944 |
| 1995-09-01 | 0.16159 |
| 1995-10-01 | 0.10964 |
| 1995-11-01 | 0.23555 |
| 1995-12-01 | 0.42427 |
| 1996-01-01 | 0.13250 |
| 1996-02-01 | 0.12554 |
| 1996-03-01 | 0.17443 |
| 1996-04-01 | 0.11703 |
| 1996-05-01 | 0.22270 |
| 1996-06-01 | 0.29939 |
| 1996-07-01 | 0.49980 |
| 1996-08-01 | 0.43812 |
| 1996-09-01 | 0.22174 |
| 1996-10-01 | 0.27747 |
| 1996-11-01 | 0.54065 |
| 1996-12-01 | 0.23751 |
| 1997-01-01 | 0.05482 |
| 1997-02-01 | 0.16463 |
| 1997-03-01 | 0.15796 |
| 1997-04-01 | 0.33296 |
| 1997-05-01 | 0.20964 |
| 1997-06-01 | 0.21032 |
| 1997-07-01 | 0.28821 |
| 1997-08-01 | 0.21002 |
| 1997-09-01 | 0.29750 |
| 1997-10-01 | 0.25079 |
| 1997-11-01 | 0.31173 |
| 1997-12-01 | 0.05193 |
| 1998-01-01 | 0.37330 |
| 1998-02-01 | 0.20915 |
| 1998-03-01 | 0.36061 |
| 1998-04-01 | 0.24464 |
| 1998-05-01 | 0.40068 |
| 1998-06-01 | 0.36434 |
| 1998-07-01 | 0.26222 |
| 1998-08-01 | 0.27378 |
| 1998-09-01 | 0.31410 |
| 1998-10-01 | 0.05145 |
| 1998-11-01 | 0.05659 |
| 1998-12-01 | 0.62540 |
| 1999-01-01 | 0.39556 |
| 1999-02-01 | 0.05387 |
| 1999-03-01 | 0.15251 |
| 1999-04-01 | 0.33714 |
| 1999-05-01 | 0.19290 |
| 1999-06-01 | 0.30002 |
| 1999-07-01 | 0.66518 |
| 1999-08-01 | 0.11851 |
| 1999-09-01 | 0.70061 |
| 1999-10-01 | 0.31459 |
| 1999-11-01 | 0.36990 |
| 1999-12-01 | 0.15862 |
| 2000-01-01 | 0.00000 |
| 2000-02-01 | 0.17571 |
| 2000-03-01 | 0.39553 |
| 2000-04-01 | 0.36649 |
| 2000-05-01 | 0.17154 |
| 2000-06-01 | 0.17218 |
| 2000-07-01 | 0.11048 |
| 2000-08-01 | 0.10647 |
| 2000-09-01 | 0.16079 |
| 2000-10-01 | 0.15845 |
| 2000-11-01 | 0.28016 |
| 2000-12-01 | 0.12655 |
| 2001-01-01 | 0.22074 |
| 2001-02-01 | 0.22405 |
| 2001-03-01 | 0.05226 |
| 2001-04-01 | 0.10549 |
| 2001-05-01 | 0.27079 |
| 2001-06-01 | 0.32500 |
| 2001-07-01 | 0.33731 |
| 2001-08-01 | 0.38938 |
| 2001-09-01 | 0.12957 |
| 2001-10-01 | 0.15441 |
| 2001-11-01 | 0.05789 |
| 2001-12-01 | 0.17823 |
| 2002-01-01 | 0.35519 |
| 2002-02-01 | 0.23276 |
| 2002-03-01 | 0.00000 |
| 2002-04-01 | 0.22891 |
| 2002-05-01 | 0.16122 |
| 2002-06-01 | 0.29314 |
| 2002-07-01 | 0.39382 |
| 2002-08-01 | 0.39417 |
| 2002-09-01 | 0.43708 |
| 2002-10-01 | 0.26846 |
| 2002-11-01 | 0.39794 |
| 2002-12-01 | 0.27944 |
| 2003-01-01 | 0.27494 |
| 2003-02-01 | 0.42428 |
| 2003-03-01 | 0.05373 |
| 2003-04-01 | 0.26849 |
| 2003-05-01 | 0.05336 |
| 2003-06-01 | 0.15915 |
| 2003-07-01 | 0.11182 |
| 2003-08-01 | 0.10798 |
| 2003-09-01 | 0.21362 |
| 2003-10-01 | 0.08999 |
| 2003-11-01 | 0.00000 |
| 2003-12-01 | 0.05301 |
| 2004-01-01 | 0.10573 |
| 2004-02-01 | 0.20785 |
| 2004-03-01 | 0.29022 |
| 2004-04-01 | 0.15461 |
| 2004-05-01 | 0.26133 |
| 2004-06-01 | 0.15666 |
| 2004-07-01 | 0.16657 |
| 2004-08-01 | 0.25799 |
| 2004-09-01 | 0.25537 |
| 2004-10-01 | 0.24946 |
| 2004-11-01 | 0.20946 |
| 2004-12-01 | 0.20615 |
| 2005-01-01 | 0.26127 |
| 2005-02-01 | 0.05530 |
| 2005-03-01 | 0.28851 |
| 2005-04-01 | 0.20450 |
| 2005-05-01 | 0.05120 |
| 2005-06-01 | 0.00000 |
| 2005-07-01 | 0.00000 |
| 2005-08-01 | 0.11417 |
| 2005-09-01 | 0.04791 |
| 2005-10-01 | 0.04541 |
| 2005-11-01 | 0.15534 |
| 2005-12-01 | 0.05596 |
| 2006-01-01 | 0.00000 |
| 2006-02-01 | 0.00000 |
| 2006-03-01 | 0.09305 |
| 2006-04-01 | 0.14603 |
| 2006-05-01 | 0.00000 |
| 2006-06-01 | 0.11395 |
| 2006-07-01 | 0.17287 |
| 2006-08-01 | 0.16752 |
| 2006-09-01 | 0.04929 |
| 2006-10-01 | 0.19194 |
| 2006-11-01 | 0.26270 |
| 2006-12-01 | 0.28216 |
| 2007-01-01 | 0.09021 |
| 2007-02-01 | 0.00000 |
| 2007-03-01 | 0.36774 |
| 2007-04-01 | 0.45069 |
| 2007-05-01 | 0.09114 |
| 2007-06-01 | 0.04660 |
| 2007-07-01 | 0.25832 |
| 2007-08-01 | 0.05207 |
| 2007-09-01 | 0.15014 |
| 2007-10-01 | 0.53696 |
| 2007-11-01 | 0.52791 |
| 2007-12-01 | 0.36001 |
| 2008-01-01 | 0.42657 |
| 2008-02-01 | 0.15440 |
| 2008-03-01 | 0.47433 |
| 2008-04-01 | 0.09364 |
| 2008-05-01 | 0.18976 |
| 2008-06-01 | 0.04430 |
| 2008-07-01 | 0.22541 |
| 2008-08-01 | 0.18307 |
| 2008-09-01 | 0.00000 |
| 2008-10-01 | 0.48836 |
| 2008-11-01 | 0.18035 |
| 2008-12-01 | 0.05939 |
| 2009-01-01 | 0.11917 |
| 2009-02-01 | 0.19250 |
| 2009-03-01 | 0.23944 |
| 2009-04-01 | 0.27625 |
| 2009-05-01 | 0.29591 |
| 2009-06-01 | 0.45414 |
| 2009-07-01 | 0.43797 |
| 2009-08-01 | 0.10952 |
| 2009-09-01 | 0.10489 |
| 2009-10-01 | 0.10648 |
| 2009-11-01 | 0.00000 |
| 2009-12-01 | 0.00000 |
| 2010-01-01 | 0.05873 |
| 2010-02-01 | 0.44379 |
| 2010-03-01 | 0.26825 |
| 2010-04-01 | 0.22780 |
| 2010-05-01 | 0.16524 |
| 2010-06-01 | 0.22726 |
| 2010-07-01 | 0.23189 |
| 2010-08-01 | 0.31893 |
| 2010-09-01 | 0.20785 |
| 2010-10-01 | 0.24812 |
| 2010-11-01 | 0.22748 |
| 2010-12-01 | 0.27440 |
| 2011-01-01 | 0.17179 |
| 2011-02-01 | 0.00000 |
| 2011-03-01 | 0.17621 |
| 2011-04-01 | 0.22166 |
| 2011-05-01 | 0.05942 |
| 2011-06-01 | 0.35552 |
| 2011-07-01 | 0.00000 |
| 2011-08-01 | 0.22798 |
| 2011-09-01 | 0.12688 |
| 2011-10-01 | 0.00000 |
| 2011-11-01 | 0.00000 |
| 2011-12-01 | 0.20267 |
| 2012-01-01 | 0.06044 |
| 2012-02-01 | 0.42708 |
| 2012-03-01 | 0.12242 |
| 2012-04-01 | 0.05883 |
| 2012-05-01 | 0.06685 |
| 2012-06-01 | 0.13689 |
| 2012-07-01 | 0.36756 |
| 2012-08-01 | 0.12353 |
| 2012-09-01 | 0.06103 |
| 2012-10-01 | 0.05595 |
| 2012-11-01 | 0.21765 |
| 2012-12-01 | 0.35693 |
| 2013-01-01 | 0.22760 |
| 2013-02-01 | 0.11793 |
| 2013-03-01 | 0.13140 |
| 2013-04-01 | 0.25229 |
| 2013-05-01 | 0.14910 |
| 2013-06-01 | 0.29286 |
| 2013-07-01 | 0.31450 |
| 2013-08-01 | 0.05156 |
| 2013-09-01 | 0.17147 |
| 2013-10-01 | 0.05574 |
| 2013-11-01 | 0.06608 |
| 2013-12-01 | 0.34159 |
| 2014-01-01 | 0.28572 |
| 2014-02-01 | 0.15988 |
| 2014-03-01 | 0.23822 |
| 2014-04-01 | 0.12244 |
| 2014-05-01 | 0.23391 |
| 2014-06-01 | 0.10911 |
| 2014-07-01 | 0.29778 |
| 2014-08-01 | 0.11122 |
| 2014-09-01 | 0.05593 |
| 2014-10-01 | 0.06093 |
| 2014-11-01 | 0.70761 |
| 2014-12-01 | 0.18244 |
| 2015-01-01 | 0.47347 |
| 2015-02-01 | 0.24373 |
| 2015-03-01 | 0.05812 |
| 2015-04-01 | 0.33972 |
| 2015-05-01 | 0.23314 |
| 2015-06-01 | 0.11662 |
| 2015-07-01 | 0.07142 |
| 2015-08-01 | 0.00000 |
| 2015-09-01 | 0.00000 |
| 2015-10-01 | 0.13184 |
| 2015-11-01 | 0.28125 |
| 2015-12-01 | 0.22347 |
| 2016-01-01 | 0.00000 |
| 2016-02-01 | 0.10193 |
| 2016-03-01 | 0.17226 |
| 2016-04-01 | 0.07306 |
| 2016-05-01 | 0.29125 |
| 2016-06-01 | 0.00000 |
| 2016-07-01 | 0.00000 |
| 2016-08-01 | 0.00000 |
| 2016-09-01 | 0.00000 |
| 2016-10-01 | 0.09912 |
| 2016-11-01 | 0.22955 |
| 2016-12-01 | 0.19952 |
| 2017-01-01 | 0.00000 |
| 2017-02-01 | 0.22106 |
| 2017-03-01 | 0.00000 |
| 2017-04-01 | 0.23665 |
| 2017-05-01 | 0.09671 |
| 2017-06-01 | 0.00000 |
| 2017-07-01 | 0.11040 |
| 2017-08-01 | 0.00000 |
| 2017-09-01 | 0.17242 |
| 2017-10-01 | 0.00000 |
| 2017-11-01 | 0.24581 |
| 2017-12-01 | 0.27274 |
| 2018-01-01 | 0.12012 |
| 2018-02-01 | 0.12271 |
| 2018-03-01 | 0.32793 |
| 2018-04-01 | 0.00000 |
| 2018-05-01 | 0.12757 |
| 2018-06-01 | 0.11329 |
| 2018-07-01 | 0.00000 |
| 2018-08-01 | 0.11267 |
| 2018-09-01 | 0.30816 |
| 2018-10-01 | 0.23773 |
| 2018-11-01 | 0.00000 |
| 2018-12-01 | 0.15093 |
| 2019-01-01 | 0.14788 |
| 2019-02-01 | 0.25081 |
| 2019-03-01 | 0.00000 |
| 2019-04-01 | 0.46628 |
| 2019-05-01 | 0.12598 |
| 2019-06-01 | 0.13839 |
| 2019-07-01 | 0.00000 |
| 2019-08-01 | 0.00000 |
| 2019-09-01 | 0.14634 |
| 2019-10-01 | 0.00000 |
| 2019-11-01 | 0.15002 |
| 2019-12-01 | 0.31483 |
| 2020-01-01 | 0.00000 |
| 2020-02-01 | 0.33484 |
| 2020-03-01 | 1.80104 |
| 2020-04-01 | 1.93346 |
| 2020-05-01 | 0.83604 |
| 2020-06-01 | 0.37236 |
| 2020-07-01 | 0.77775 |
| 2020-08-01 | 0.48909 |
| 2020-09-01 | 0.61559 |
| 2020-10-01 | 0.00000 |
| 2020-11-01 | 0.15296 |
| 2020-12-01 | 0.16960 |
| 2021-01-01 | 0.34306 |
| 2021-02-01 | 0.00000 |
| 2021-03-01 | 0.32044 |
| 2021-04-01 | 0.16128 |
| 2021-05-01 | 0.61350 |
| 2021-06-01 | 0.00000 |
| 2021-07-01 | 0.24268 |
| 2021-08-01 | 0.00000 |
| 2021-09-01 | 0.16892 |
| 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 | 0.00000 |
| 2022-04-01 | 0.00000 |
| 2022-05-01 | 0.15143 |
| 2022-06-01 | 0.00000 |
| 2022-07-01 | 0.00000 |
| 2022-08-01 | 0.00000 |
| 2022-09-01 | 0.00000 |
| 2022-10-01 | 0.00000 |
| 2022-11-01 | 0.00000 |
| 2022-12-01 | 0.00000 |
| 2023-01-01 | 0.00000 |
| 2023-02-01 | 0.00000 |
| 2023-03-01 | 0.00000 |
| 2023-04-01 | 0.47826 |
| 2023-05-01 | 0.00000 |
| 2023-06-01 | 0.19217 |
| 2023-07-01 | 0.00000 |
| 2023-08-01 | 0.00000 |
| 2023-09-01 | 0.00000 |
| 2023-10-01 | 0.00000 |
| 2023-11-01 | 0.00000 |
| 2023-12-01 | 0.00000 |
| 2024-01-01 | 0.00000 |
| 2024-02-01 | 0.38037 |
| 2024-03-01 | 0.35960 |
| 2024-04-01 | 0.50326 |
| 2024-05-01 | 0.00000 |
| 2024-06-01 | 0.37318 |
| 2024-07-01 | 0.00000 |
| 2024-08-01 | 0.00000 |
| 2024-09-01 | 0.44254 |
| 2024-10-01 | 0.18779 |
| 2024-11-01 | 0.19479 |
| 2024-12-01 | 0.44344 |
| 2025-01-01 | 0.73987 |
| 2025-02-01 | 2.13067 |
| 2025-03-01 | 4.21884 |
| 2025-04-01 | 2.78036 |
| 2025-05-01 | 1.68790 |
| 2025-06-01 | 0.88758 |
| 2025-07-01 | 0.82218 |
| 2025-08-01 | 1.28531 |
| 2025-09-01 | 1.17507 |
| 2025-10-01 | 0.00000 |
| 2025-11-01 | 0.81321 |
| 2025-12-01 | 0.00000 |
| 2026-01-01 | 0.40730 |
| 2026-02-01 | 0.22822 |
| 2026-03-01 | 0.17558 |
| 2026-04-01 | 0.33426 |
| 2026-05-01 | 0.92068 |