Title: Equity Market Volatility Tracker: Transportation, Infrastructure, and Public Utilities Series ID: EMVTRADEPUBUTEMV 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 2024-02-01 Last Updated: 2024-03-05 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' (https://www.policyuncertainty.com/media/Policy%20News%20and%20Stock%20Market%20Volatility.pdf) DATE VALUE 1985-01-01 0.24223 1985-02-01 0.24261 1985-03-01 0.00000 1985-04-01 0.28515 1985-05-01 0.46211 1985-06-01 0.26314 1985-07-01 0.16384 1985-08-01 0.25148 1985-09-01 0.21846 1985-10-01 0.50126 1985-11-01 0.28727 1985-12-01 0.25653 1986-01-01 0.26302 1986-02-01 0.16158 1986-03-01 0.46718 1986-04-01 0.45680 1986-05-01 0.13884 1986-06-01 0.48713 1986-07-01 0.21859 1986-08-01 0.33936 1986-09-01 0.27567 1986-10-01 0.32023 1986-11-01 0.43826 1986-12-01 0.23320 1987-01-01 0.23759 1987-02-01 0.23537 1987-03-01 0.26335 1987-04-01 0.22904 1987-05-01 0.29026 1987-06-01 0.44151 1987-07-01 0.32344 1987-08-01 0.36534 1987-09-01 0.14695 1987-10-01 0.82332 1987-11-01 0.22516 1987-12-01 0.59995 1988-01-01 0.38382 1988-02-01 0.44125 1988-03-01 0.30269 1988-04-01 0.38601 1988-05-01 0.27587 1988-06-01 0.20269 1988-07-01 0.12009 1988-08-01 0.32374 1988-09-01 0.45297 1988-10-01 0.15543 1988-11-01 0.30431 1988-12-01 0.19918 1989-01-01 0.27336 1989-02-01 0.11403 1989-03-01 0.13661 1989-04-01 0.27650 1989-05-01 0.15026 1989-06-01 0.34998 1989-07-01 0.10417 1989-08-01 0.31653 1989-09-01 0.24474 1989-10-01 0.99510 1989-11-01 0.70294 1989-12-01 0.20101 1990-01-01 0.33751 1990-02-01 0.17767 1990-03-01 0.22274 1990-04-01 0.09955 1990-05-01 0.04201 1990-06-01 0.34312 1990-07-01 0.22546 1990-08-01 0.04761 1990-09-01 0.25229 1990-10-01 0.15422 1990-11-01 0.18869 1990-12-01 0.21546 1991-01-01 0.20837 1991-02-01 0.64962 1991-03-01 0.27056 1991-04-01 0.49296 1991-05-01 0.31331 1991-06-01 0.16459 1991-07-01 0.34278 1991-08-01 0.15754 1991-09-01 0.36903 1991-10-01 0.20606 1991-11-01 0.21762 1991-12-01 0.20377 1992-01-01 0.33104 1992-02-01 0.16952 1992-03-01 0.20447 1992-04-01 0.32018 1992-05-01 0.26596 1992-06-01 0.38200 1992-07-01 0.24780 1992-08-01 0.13175 1992-09-01 0.42180 1992-10-01 0.39387 1992-11-01 0.24084 1992-12-01 0.14573 1993-01-01 0.22577 1993-02-01 0.29809 1993-03-01 0.27496 1993-04-01 0.10907 1993-05-01 0.28702 1993-06-01 0.33945 1993-07-01 0.11451 1993-08-01 0.17059 1993-09-01 0.23064 1993-10-01 0.15450 1993-11-01 0.21445 1993-12-01 0.26533 1994-01-01 0.31018 1994-02-01 0.26782 1994-03-01 0.10275 1994-04-01 0.11481 1994-05-01 0.40503 1994-06-01 0.19714 1994-07-01 0.28566 1994-08-01 0.35729 1994-09-01 0.16886 1994-10-01 0.15016 1994-11-01 0.20922 1994-12-01 0.20324 1995-01-01 0.10884 1995-02-01 0.25125 1995-03-01 0.16375 1995-04-01 0.32461 1995-05-01 0.21652 1995-06-01 0.28888 1995-07-01 0.30433 1995-08-01 0.17208 1995-09-01 0.32318 1995-10-01 0.49336 1995-11-01 0.17666 1995-12-01 0.72732 1996-01-01 0.33124 1996-02-01 0.06277 1996-03-01 0.69772 1996-04-01 0.29257 1996-05-01 0.27837 1996-06-01 0.77841 1996-07-01 1.12455 1996-08-01 0.06259 1996-09-01 0.66521 1996-10-01 0.49944 1996-11-01 0.36044 1996-12-01 0.59377 1997-01-01 0.43854 1997-02-01 0.10975 1997-03-01 0.10530 1997-04-01 0.38845 1997-05-01 0.20964 1997-06-01 0.36805 1997-07-01 0.34585 1997-08-01 0.68257 1997-09-01 0.14875 1997-10-01 0.40126 1997-11-01 0.46759 1997-12-01 0.41544 1998-01-01 0.26665 1998-02-01 0.36602 1998-03-01 0.31553 1998-04-01 0.14678 1998-05-01 0.25042 1998-06-01 0.31229 1998-07-01 0.20977 1998-08-01 0.32854 1998-09-01 0.47116 1998-10-01 0.46307 1998-11-01 0.33954 1998-12-01 0.46905 1999-01-01 0.11302 1999-02-01 0.26933 1999-03-01 0.25419 1999-04-01 0.28897 1999-05-01 0.33758 1999-06-01 0.45003 1999-07-01 0.38802 1999-08-01 0.59253 1999-09-01 0.48504 1999-10-01 0.20973 1999-11-01 0.26421 1999-12-01 0.21150 2000-01-01 0.17563 2000-02-01 0.00000 2000-03-01 0.22601 2000-04-01 0.30541 2000-05-01 0.22872 2000-06-01 0.28697 2000-07-01 0.22095 2000-08-01 0.26618 2000-09-01 0.05360 2000-10-01 0.05282 2000-11-01 0.28016 2000-12-01 0.56947 2001-01-01 0.38629 2001-02-01 0.33607 2001-03-01 0.31358 2001-04-01 0.26371 2001-05-01 0.21663 2001-06-01 0.32500 2001-07-01 0.16866 2001-08-01 0.44501 2001-09-01 1.03653 2001-10-01 0.41176 2001-11-01 0.17368 2001-12-01 0.47529 2002-01-01 0.17759 2002-02-01 0.34914 2002-03-01 0.31272 2002-04-01 0.28614 2002-05-01 0.26870 2002-06-01 0.52765 2002-07-01 0.45946 2002-08-01 0.78834 2002-09-01 0.43708 2002-10-01 0.26846 2002-11-01 0.17055 2002-12-01 0.39122 2003-01-01 0.27494 2003-02-01 0.18183 2003-03-01 0.48355 2003-04-01 0.10739 2003-05-01 0.05336 2003-06-01 0.10610 2003-07-01 0.22363 2003-08-01 0.10798 2003-09-01 0.16021 2003-10-01 0.26997 2003-11-01 0.09587 2003-12-01 0.10602 2004-01-01 0.21145 2004-02-01 0.15588 2004-03-01 0.19348 2004-04-01 0.25768 2004-05-01 0.00000 2004-06-01 0.15666 2004-07-01 0.16657 2004-08-01 0.36118 2004-09-01 0.05107 2004-10-01 0.24946 2004-11-01 0.05236 2004-12-01 0.15462 2005-01-01 0.15676 2005-02-01 0.16590 2005-03-01 0.00000 2005-04-01 0.15338 2005-05-01 0.10241 2005-06-01 0.05226 2005-07-01 0.00000 2005-08-01 0.28544 2005-09-01 0.14372 2005-10-01 0.04541 2005-11-01 0.20712 2005-12-01 0.11192 2006-01-01 0.28405 2006-02-01 0.05057 2006-03-01 0.04653 2006-04-01 0.14603 2006-05-01 0.26366 2006-06-01 0.11395 2006-07-01 0.11524 2006-08-01 0.05584 2006-09-01 0.19715 2006-10-01 0.09597 2006-11-01 0.08757 2006-12-01 0.00000 2007-01-01 0.13532 2007-02-01 0.00000 2007-03-01 0.09194 2007-04-01 0.18028 2007-05-01 0.13671 2007-06-01 0.32619 2007-07-01 0.20665 2007-08-01 0.36452 2007-09-01 0.30028 2007-10-01 0.24407 2007-11-01 0.19197 2007-12-01 0.15429 2008-01-01 0.26661 2008-02-01 0.36027 2008-03-01 0.42689 2008-04-01 0.37454 2008-05-01 0.18976 2008-06-01 0.08859 2008-07-01 0.05635 2008-08-01 0.36613 2008-09-01 0.37352 2008-10-01 0.24418 2008-11-01 0.24046 2008-12-01 0.47513 2009-01-01 0.11917 2009-02-01 0.32083 2009-03-01 0.41901 2009-04-01 0.27625 2009-05-01 0.05918 2009-06-01 0.00000 2009-07-01 0.10949 2009-08-01 0.21904 2009-09-01 0.10489 2009-10-01 0.05324 2009-11-01 0.17239 2009-12-01 0.00000 2010-01-01 0.35236 2010-02-01 0.11095 2010-03-01 0.05365 2010-04-01 0.11390 2010-05-01 0.16524 2010-06-01 0.11363 2010-07-01 0.11594 2010-08-01 0.05316 2010-09-01 0.10392 2010-10-01 0.09925 2010-11-01 0.00000 2010-12-01 0.00000 2011-01-01 0.34358 2011-02-01 0.16368 2011-03-01 0.17621 2011-04-01 0.05541 2011-05-01 0.11884 2011-06-01 0.11851 2011-07-01 0.33523 2011-08-01 0.22798 2011-09-01 0.12688 2011-10-01 0.24041 2011-11-01 0.12113 2011-12-01 0.33778 2012-01-01 0.18131 2012-02-01 0.14236 2012-03-01 0.18363 2012-04-01 0.05883 2012-05-01 0.13370 2012-06-01 0.47912 2012-07-01 0.14702 2012-08-01 0.18529 2012-09-01 0.12206 2012-10-01 0.05595 2012-11-01 0.10882 2012-12-01 0.15297 2013-01-01 0.31864 2013-02-01 0.11793 2013-03-01 0.00000 2013-04-01 0.15137 2013-05-01 0.24850 2013-06-01 0.09762 2013-07-01 0.10483 2013-08-01 0.05156 2013-09-01 0.40010 2013-10-01 0.16723 2013-11-01 0.39647 2013-12-01 0.39852 2014-01-01 0.45716 2014-02-01 0.05329 2014-03-01 0.11911 2014-04-01 0.12244 2014-05-01 0.11696 2014-06-01 0.38190 2014-07-01 0.11911 2014-08-01 0.44486 2014-09-01 0.05593 2014-10-01 0.18278 2014-11-01 0.25731 2014-12-01 0.18244 2015-01-01 0.27055 2015-02-01 0.24373 2015-03-01 0.11623 2015-04-01 0.33972 2015-05-01 0.17485 2015-06-01 0.05831 2015-07-01 0.21427 2015-08-01 0.46291 2015-09-01 0.00000 2015-10-01 0.32961 2015-11-01 0.28125 2015-12-01 0.00000 2016-01-01 0.33792 2016-02-01 0.00000 2016-03-01 0.25840 2016-04-01 0.21917 2016-05-01 0.38833 2016-06-01 0.47948 2016-07-01 0.08958 2016-08-01 0.10238 2016-09-01 0.00000 2016-10-01 0.00000 2016-11-01 0.22955 2016-12-01 0.29927 2017-01-01 0.20743 2017-02-01 0.22106 2017-03-01 0.19003 2017-04-01 0.00000 2017-05-01 0.19342 2017-06-01 0.00000 2017-07-01 0.00000 2017-08-01 0.00000 2017-09-01 0.17242 2017-10-01 0.08946 2017-11-01 0.12291 2017-12-01 0.40910 2018-01-01 0.12012 2018-02-01 0.12271 2018-03-01 0.00000 2018-04-01 0.10401 2018-05-01 0.38271 2018-06-01 0.11329 2018-07-01 0.00000 2018-08-01 0.00000 2018-09-01 0.00000 2018-10-01 0.00000 2018-11-01 0.15209 2018-12-01 0.45279 2019-01-01 0.59154 2019-02-01 0.25081 2019-03-01 0.29462 2019-04-01 0.46628 2019-05-01 0.37793 2019-06-01 0.13839 2019-07-01 0.34047 2019-08-01 0.29272 2019-09-01 0.00000 2019-10-01 0.31889 2019-11-01 0.15002 2019-12-01 0.47224 2020-01-01 0.52741 2020-02-01 0.16742 2020-03-01 0.49119 2020-04-01 0.70308 2020-05-01 0.20901 2020-06-01 0.55853 2020-07-01 0.62220 2020-08-01 0.00000 2020-09-01 0.61559 2020-10-01 0.17195 2020-11-01 0.00000 2020-12-01 0.00000 2021-01-01 0.51459 2021-02-01 0.32151 2021-03-01 0.48066 2021-04-01 0.48384 2021-05-01 0.00000 2021-06-01 0.34034 2021-07-01 0.48536 2021-08-01 0.17229 2021-09-01 0.33784 2021-10-01 0.00000 2021-11-01 0.00000 2021-12-01 0.59638 2022-01-01 0.29074 2022-02-01 0.63085 2022-03-01 0.13401 2022-04-01 0.31735 2022-05-01 0.00000 2022-06-01 0.39770 2022-07-01 0.00000 2022-08-01 0.21756 2022-09-01 0.00000 2022-10-01 0.00000 2022-11-01 0.00000 2022-12-01 0.00000 2023-01-01 0.30211 2023-02-01 0.00000 2023-03-01 0.33540 2023-04-01 0.00000 2023-05-01 0.33999 2023-06-01 0.00000 2023-07-01 0.34819 2023-08-01 0.14049 2023-09-01 0.00000 2023-10-01 0.34247 2023-11-01 0.44157 2023-12-01 0.00000 2024-01-01 0.00000 2024-02-01 0.00000