Federal Reserve Economic Data: Your trusted data source since 1991

Table Data - Equity Market Volatility Tracker: Policy Related

NOTE: To improve accessibility of data for all users, this file was converted from a text format to an html table.

Title Equity Market Volatility Tracker: Policy Related
Series ID EMVPOLRLTDEMV
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 2024-06-01
Last Updated 2024-07-08 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'
DATE VALUE
1985-01-01 5.39764
1985-02-01 4.26977
1985-03-01 4.87383
1985-04-01 4.49675
1985-05-01 4.31604
1985-06-01 3.77556
1985-07-01 4.31141
1985-08-01 4.34787
1985-09-01 5.42730
1985-10-01 4.09709
1985-11-01 5.00252
1985-12-01 5.22168
1986-01-01 4.16726
1986-02-01 5.23498
1986-03-01 6.07476
1986-04-01 4.51699
1986-05-01 4.13864
1986-06-01 5.51863
1986-07-01 6.08543
1986-08-01 5.25225
1986-09-01 7.68187
1986-10-01 6.00472
1986-11-01 7.27670
1986-12-01 5.86661
1987-01-01 7.46459
1987-02-01 5.38258
1987-03-01 6.77370
1987-04-01 6.96611
1987-05-01 6.43832
1987-06-01 6.10839
1987-07-01 5.12526
1987-08-01 5.10009
1987-09-01 4.92882
1987-10-01 27.34232
1987-11-01 26.34584
1987-12-01 17.14321
1988-01-01 16.77573
1988-02-01 12.65716
1988-03-01 7.34853
1988-04-01 9.60050
1988-05-01 11.03154
1988-06-01 7.68132
1988-07-01 8.57630
1988-08-01 7.44947
1988-09-01 6.44889
1988-10-01 10.95970
1988-11-01 8.27652
1988-12-01 7.32579
1989-01-01 8.92870
1989-02-01 6.90033
1989-03-01 4.95481
1989-04-01 5.70043
1989-05-01 5.41219
1989-06-01 6.34542
1989-07-01 7.26497
1989-08-01 6.19465
1989-09-01 5.85853
1989-10-01 12.58690
1989-11-01 8.23333
1989-12-01 8.42136
1990-01-01 7.96969
1990-02-01 9.68567
1990-03-01 8.74001
1990-04-01 6.80797
1990-05-01 6.05450
1990-06-01 6.35694
1990-07-01 8.68421
1990-08-01 6.95756
1990-09-01 7.80681
1990-10-01 9.49504
1990-11-01 7.02288
1990-12-01 8.37677
1991-01-01 10.55438
1991-02-01 9.59808
1991-03-01 6.49537
1991-04-01 7.84671
1991-05-01 6.50792
1991-06-01 7.43222
1991-07-01 6.63833
1991-08-01 7.12054
1991-09-01 6.42421
1991-10-01 6.33590
1991-11-01 9.40739
1991-12-01 7.46686
1992-01-01 9.74655
1992-02-01 8.06288
1992-03-01 7.75580
1992-04-01 7.90660
1992-05-01 6.64283
1992-06-01 7.45750
1992-07-01 8.83646
1992-08-01 5.75499
1992-09-01 6.55895
1992-10-01 8.89884
1992-11-01 7.19779
1992-12-01 5.43156
1993-01-01 6.78623
1993-02-01 8.67332
1993-03-01 7.53782
1993-04-01 6.10270
1993-05-01 6.99513
1993-06-01 7.13689
1993-07-01 6.37152
1993-08-01 8.04029
1993-09-01 7.10149
1993-10-01 6.39787
1993-11-01 6.63397
1993-12-01 6.12776
1994-01-01 6.97902
1994-02-01 6.75504
1994-03-01 9.28503
1994-04-01 12.42354
1994-05-01 8.07518
1994-06-01 6.50177
1994-07-01 7.50928
1994-08-01 7.90669
1994-09-01 7.04381
1994-10-01 7.21869
1994-11-01 7.43773
1994-12-01 9.45060
1995-01-01 10.13152
1995-02-01 10.70795
1995-03-01 8.91832
1995-04-01 6.00909
1995-05-01 5.53493
1995-06-01 7.15991
1995-07-01 9.06609
1995-08-01 6.28845
1995-09-01 5.41079
1995-10-01 8.13459
1995-11-01 7.92405
1995-12-01 9.65320
1996-01-01 11.73614
1996-02-01 8.34624
1996-03-01 10.44804
1996-04-01 5.83245
1996-05-01 7.22463
1996-06-01 9.33621
1996-07-01 11.67514
1996-08-01 9.12694
1996-09-01 7.56487
1996-10-01 8.35103
1996-11-01 6.84573
1996-12-01 10.72973
1997-01-01 10.74770
1997-02-01 9.08722
1997-03-01 11.01306
1997-04-01 11.59894
1997-05-01 8.73162
1997-06-01 10.08001
1997-07-01 9.20984
1997-08-01 9.97354
1997-09-01 9.05228
1997-10-01 14.14989
1997-11-01 12.76441
1997-12-01 11.95825
1998-01-01 13.29622
1998-02-01 9.46475
1998-03-01 8.30584
1998-04-01 10.17287
1998-05-01 12.04423
1998-06-01 10.60237
1998-07-01 11.61273
1998-08-01 17.12012
1998-09-01 22.95199
1998-10-01 19.64333
1998-11-01 14.73323
1998-12-01 12.58041
1999-01-01 17.67583
1999-02-01 10.09365
1999-03-01 11.60654
1999-04-01 9.42613
1999-05-01 9.65312
1999-06-01 9.44852
1999-07-01 11.12389
1999-08-01 12.48443
1999-09-01 10.55693
1999-10-01 12.41265
1999-11-01 9.25688
1999-12-01 8.49501
2000-01-01 12.52130
2000-02-01 10.17448
2000-03-01 11.68826
2000-04-01 19.54485
2000-05-01 18.32856
2000-06-01 12.08531
2000-07-01 9.19857
2000-08-01 8.94172
2000-09-01 8.49801
2000-10-01 13.19219
2000-11-01 15.21385
2000-12-01 17.73064
2001-01-01 14.33329
2001-02-01 11.05421
2001-03-01 14.99945
2001-04-01 13.57131
2001-05-01 11.45036
2001-06-01 8.17753
2001-07-01 12.43226
2001-08-01 10.01011
2001-09-01 24.28420
2001-10-01 16.60812
2001-11-01 14.02709
2001-12-01 12.75619
2002-01-01 15.95521
2002-02-01 13.37831
2002-03-01 8.66907
2002-04-01 9.93677
2002-05-01 9.08263
2002-06-01 13.32918
2002-07-01 27.88477
2002-08-01 21.00187
2002-09-01 17.53279
2002-10-01 16.67245
2002-11-01 13.17865
2002-12-01 13.67665
2003-01-01 14.52165
2003-02-01 12.13023
2003-03-01 15.68872
2003-04-01 13.71780
2003-05-01 11.17112
2003-06-01 11.40395
2003-07-01 10.98249
2003-08-01 9.49604
2003-09-01 7.74208
2003-10-01 7.45639
2003-11-01 6.70031
2003-12-01 7.76446
2004-01-01 9.50518
2004-02-01 7.61079
2004-03-01 7.60483
2004-04-01 8.18852
2004-05-01 7.96517
2004-06-01 7.07298
2004-07-01 8.48228
2004-08-01 7.98639
2004-09-01 7.44646
2004-10-01 8.01056
2004-11-01 7.22302
2004-12-01 8.93865
2005-01-01 8.88087
2005-02-01 7.93507
2005-03-01 8.00536
2005-04-01 9.30486
2005-05-01 7.88867
2005-06-01 8.01283
2005-07-01 6.77637
2005-08-01 7.62266
2005-09-01 5.88475
2005-10-01 6.98243
2005-11-01 6.32398
2005-12-01 6.27545
2006-01-01 8.57280
2006-02-01 5.81046
2006-03-01 6.43885
2006-04-01 6.28458
2006-05-01 7.68951
2006-06-01 7.12515
2006-07-01 8.46631
2006-08-01 7.86368
2006-09-01 6.50862
2006-10-01 6.63327
2006-11-01 6.14505
2006-12-01 7.17680
2007-01-01 6.97891
2007-02-01 6.72067
2007-03-01 12.27077
2007-04-01 9.25233
2007-05-01 8.22114
2007-06-01 9.04484
2007-07-01 10.73258
2007-08-01 18.52941
2007-09-01 11.47092
2007-10-01 10.17940
2007-11-01 9.54119
2007-12-01 12.03148
2008-01-01 16.80575
2008-02-01 10.86689
2008-03-01 15.17801
2008-04-01 11.39108
2008-05-01 8.33963
2008-06-01 7.99626
2008-07-01 14.15771
2008-08-01 8.59802
2008-09-01 29.66393
2008-10-01 32.50866
2008-11-01 18.00521
2008-12-01 14.14637
2009-01-01 14.69202
2009-02-01 16.05532
2009-03-01 16.79814
2009-04-01 11.43718
2009-05-01 12.90257
2009-06-01 9.94840
2009-07-01 8.29737
2009-08-01 7.82697
2009-09-01 7.69701
2009-10-01 8.65594
2009-11-01 8.17851
2009-12-01 7.41601
2010-01-01 10.56047
2010-02-01 8.41929
2010-03-01 7.90571
2010-04-01 9.62773
2010-05-01 12.96357
2010-06-01 10.52798
2010-07-01 10.28612
2010-08-01 7.49532
2010-09-01 8.39514
2010-10-01 8.08594
2010-11-01 8.20011
2010-12-01 7.19186
2011-01-01 9.50412
2011-02-01 6.31990
2011-03-01 7.97196
2011-04-01 8.75783
2011-05-01 6.76271
2011-06-01 9.71207
2011-07-01 13.43542
2011-08-01 29.75177
2011-09-01 13.67373
2011-10-01 14.69716
2011-11-01 10.48506
2011-12-01 10.93248
2012-01-01 10.53680
2012-02-01 9.64464
2012-03-01 7.73576
2012-04-01 8.51150
2012-05-01 11.27387
2012-06-01 10.15877
2012-07-01 9.89987
2012-08-01 8.52364
2012-09-01 8.85030
2012-10-01 8.29351
2012-11-01 9.08518
2012-12-01 10.20878
2013-01-01 10.10954
2013-02-01 8.78527
2013-03-01 9.23159
2013-04-01 8.42378
2013-05-01 6.91926
2013-06-01 8.47082
2013-07-01 6.16802
2013-08-01 6.73826
2013-09-01 9.52176
2013-10-01 10.68031
2013-11-01 8.30344
2013-12-01 7.86180
2014-01-01 8.48032
2014-02-01 6.16869
2014-03-01 6.98212
2014-04-01 8.41580
2014-05-01 6.33596
2014-06-01 5.85878
2014-07-01 4.98927
2014-08-01 5.82711
2014-09-01 5.77425
2014-10-01 9.41059
2014-11-01 6.21247
2014-12-01 6.16490
2015-01-01 10.02481
2015-02-01 5.39710
2015-03-01 4.64531
2015-04-01 7.30049
2015-05-01 5.16921
2015-06-01 8.15444
2015-07-01 11.11304
2015-08-01 11.86774
2015-09-01 11.39050
2015-10-01 10.06214
2015-11-01 6.36022
2015-12-01 7.67958
2016-01-01 11.43638
2016-02-01 8.83439
2016-03-01 7.51496
2016-04-01 6.40334
2016-05-01 7.16758
2016-06-01 9.84721
2016-07-01 8.25501
2016-08-01 6.12303
2016-09-01 6.34614
2016-10-01 7.39269
2016-11-01 11.10598
2016-12-01 6.29495
2017-01-01 9.72435
2017-02-01 7.82991
2017-03-01 9.00334
2017-04-01 9.31763
2017-05-01 5.60266
2017-06-01 6.14932
2017-07-01 7.30911
2017-08-01 7.89166
2017-09-01 6.05517
2017-10-01 6.64085
2017-11-01 6.24992
2017-12-01 10.01208
2018-01-01 9.07829
2018-02-01 12.83932
2018-03-01 10.72085
2018-04-01 8.71971
2018-05-01 10.08025
2018-06-01 4.43096
2018-07-01 7.32089
2018-08-01 7.92433
2018-09-01 10.14334
2018-10-01 13.40439
2018-11-01 13.61114
2018-12-01 22.71017
2019-01-01 21.57193
2019-02-01 9.46491
2019-03-01 11.00795
2019-04-01 9.52946
2019-05-01 10.96458
2019-06-01 10.99002
2019-07-01 10.72166
2019-08-01 18.33559
2019-09-01 9.96460
2019-10-01 6.34905
2019-11-01 9.74628
2019-12-01 11.21409
2020-01-01 8.41089
2020-02-01 12.17008
2020-03-01 29.19387
2020-04-01 16.96604
2020-05-01 15.69162
2020-06-01 14.27653
2020-07-01 13.38029
2020-08-01 14.02318
2020-09-01 8.98830
2020-10-01 16.43432
2020-11-01 10.10573
2020-12-01 10.25746
2021-01-01 13.17925
2021-02-01 11.33466
2021-03-01 16.06823
2021-04-01 12.84927
2021-05-01 8.77569
2021-06-01 10.09156
2021-07-01 7.24850
2021-08-01 9.05138
2021-09-01 12.54726
2021-10-01 9.34335
2021-11-01 5.43151
2021-12-01 6.93222
2022-01-01 10.12821
2022-02-01 10.64506
2022-03-01 11.76543
2022-04-01 8.49948
2022-05-01 14.93488
2022-06-01 8.36704
2022-07-01 10.30505
2022-08-01 5.61621
2022-09-01 6.66747
2022-10-01 8.82826
2022-11-01 8.04689
2022-12-01 9.27309
2023-01-01 7.78964
2023-02-01 7.47918
2023-03-01 16.45533
2023-04-01 9.31265
2023-05-01 11.02575
2023-06-01 8.03915
2023-07-01 7.96388
2023-08-01 9.60202
2023-09-01 9.05815
2023-10-01 8.21229
2023-11-01 9.31077
2023-12-01 8.91325
2024-01-01 9.50729
2024-02-01 8.14476
2024-03-01 10.91330
2024-04-01 7.69291
2024-05-01 9.28908
2024-06-01 7.42946

Subscribe to the FRED newsletter


Follow us

Back to Top