Table Data - Equity Market Volatility Tracker: Policy Related
| Title | Equity Market Volatility Tracker: Policy Related |
|---|---|
| Series ID | EMVPOLRLTDEMV |
| 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 2025-12-01 |
| Last Updated | 2026-01-08 8:02 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 | 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 | 4.13865 |
| 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 | 17.14322 |
| 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 | 10.95971 |
| 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 | 5.41220 |
| 1989-06-01 | 6.34542 |
| 1989-07-01 | 7.26497 |
| 1989-08-01 | 6.19465 |
| 1989-09-01 | 5.85853 |
| 1989-10-01 | 12.58689 |
| 1989-11-01 | 8.23334 |
| 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 | 7.45751 |
| 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 | 7.43774 |
| 1994-12-01 | 9.45060 |
| 1995-01-01 | 10.13152 |
| 1995-02-01 | 10.70796 |
| 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 | 9.33620 |
| 1996-07-01 | 11.67513 |
| 1996-08-01 | 9.12694 |
| 1996-09-01 | 7.56488 |
| 1996-10-01 | 8.35103 |
| 1996-11-01 | 6.84573 |
| 1996-12-01 | 10.72973 |
| 1997-01-01 | 10.74769 |
| 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 | 12.04424 |
| 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 | 7.60484 |
| 2004-04-01 | 8.18853 |
| 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 | 18.52942 |
| 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 | 7.99625 |
| 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 | 6.31991 |
| 2011-03-01 | 7.97197 |
| 2011-04-01 | 8.75783 |
| 2011-05-01 | 6.76271 |
| 2011-06-01 | 9.71208 |
| 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 | 11.27388 |
| 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 | 8.47081 |
| 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 | 7.16759 |
| 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 | 9.31764 |
| 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 | 9.46490 |
| 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 | 16.06824 |
| 2021-04-01 | 12.84928 |
| 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 | 9.34336 |
| 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 | 9.31264 |
| 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 | 9.62107 |
| 2024-06-01 | 6.57438 |
| 2024-07-01 | 8.82475 |
| 2024-08-01 | 8.01559 |
| 2024-09-01 | 8.98622 |
| 2024-10-01 | 9.64832 |
| 2024-11-01 | 10.80413 |
| 2024-12-01 | 10.81598 |
| 2025-01-01 | 11.34743 |
| 2025-02-01 | 12.28761 |
| 2025-03-01 | 27.54198 |
| 2025-04-01 | 40.52739 |
| 2025-05-01 | 21.56067 |
| 2025-06-01 | 12.20410 |
| 2025-07-01 | 17.53868 |
| 2025-08-01 | 16.83989 |
| 2025-09-01 | 11.75084 |
| 2025-10-01 | 10.80912 |
| 2025-11-01 | 12.40560 |
| 2025-12-01 | 12.44382 |