Table Data - Equity Market Volatility: Infectious Disease Tracker
| Title | Equity Market Volatility: Infectious Disease Tracker |
|---|---|
| Series ID | INFECTDISEMVTRACK |
| 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 2024-09-01 |
| Last Updated | 2024-10-07 8:02 AM CDT |
| Notes | Assessing the economic impact of the COVID-19 pandemic is essential for policymakers, but challenging because the crisis has unfolded with extreme speed. We identify three indicators: stock market volatility, newspaper-based economic uncertainty, and subjective uncertainty in business expectation surveys that provide real-time forward-looking uncertainty measures. We use these indicators to document and quantify the enormous increase in economic uncertainty in the past several weeks. For more information, see Baker, Scott, Nicholas Bloom and Steven Davis (2020), 'COVID-INDUCED ECONOMIC UNCERTAINTY' |
| DATE | VALUE |
|---|---|
| 1985-01-01 | 0.32297 |
| 1985-02-01 | 0.32348 |
| 1985-03-01 | 0.57882 |
| 1985-04-01 | 0.14258 |
| 1985-05-01 | 0.33008 |
| 1985-06-01 | 0.19735 |
| 1985-07-01 | 0.16384 |
| 1985-08-01 | 0.33530 |
| 1985-09-01 | 0.72821 |
| 1985-10-01 | 0.12532 |
| 1985-11-01 | 0.14364 |
| 1985-12-01 | 0.06413 |
| 1986-01-01 | 0.06576 |
| 1986-02-01 | 0.00000 |
| 1986-03-01 | 0.40044 |
| 1986-04-01 | 0.19577 |
| 1986-05-01 | 0.13884 |
| 1986-06-01 | 0.30446 |
| 1986-07-01 | 0.43717 |
| 1986-08-01 | 0.13574 |
| 1986-09-01 | 0.34458 |
| 1986-10-01 | 0.19214 |
| 1986-11-01 | 0.18783 |
| 1986-12-01 | 0.46641 |
| 1987-01-01 | 0.59398 |
| 1987-02-01 | 0.47075 |
| 1987-03-01 | 0.42136 |
| 1987-04-01 | 0.45808 |
| 1987-05-01 | 0.69661 |
| 1987-06-01 | 0.33113 |
| 1987-07-01 | 0.37735 |
| 1987-08-01 | 0.52191 |
| 1987-09-01 | 0.14695 |
| 1987-10-01 | 0.93310 |
| 1987-11-01 | 1.29465 |
| 1987-12-01 | 0.76357 |
| 1988-01-01 | 0.65798 |
| 1988-02-01 | 0.38610 |
| 1988-03-01 | 0.30269 |
| 1988-04-01 | 0.38601 |
| 1988-05-01 | 0.44140 |
| 1988-06-01 | 0.50673 |
| 1988-07-01 | 0.30023 |
| 1988-08-01 | 0.59353 |
| 1988-09-01 | 0.40264 |
| 1988-10-01 | 0.88078 |
| 1988-11-01 | 0.25359 |
| 1988-12-01 | 0.39836 |
| 1989-01-01 | 1.03875 |
| 1989-02-01 | 0.45611 |
| 1989-03-01 | 0.36430 |
| 1989-04-01 | 0.50692 |
| 1989-05-01 | 0.05009 |
| 1989-06-01 | 0.49997 |
| 1989-07-01 | 0.46874 |
| 1989-08-01 | 0.47480 |
| 1989-09-01 | 0.58738 |
| 1989-10-01 | 0.33170 |
| 1989-11-01 | 0.30126 |
| 1989-12-01 | 0.85429 |
| 1990-01-01 | 0.24108 |
| 1990-02-01 | 0.76992 |
| 1990-03-01 | 0.26729 |
| 1990-04-01 | 0.14933 |
| 1990-05-01 | 0.25208 |
| 1990-06-01 | 0.44116 |
| 1990-07-01 | 0.28182 |
| 1990-08-01 | 0.23805 |
| 1990-09-01 | 0.05046 |
| 1990-10-01 | 0.35984 |
| 1990-11-01 | 0.28304 |
| 1990-12-01 | 0.21546 |
| 1991-01-01 | 0.31256 |
| 1991-02-01 | 0.12992 |
| 1991-03-01 | 0.43290 |
| 1991-04-01 | 0.16432 |
| 1991-05-01 | 0.67883 |
| 1991-06-01 | 0.82297 |
| 1991-07-01 | 0.28565 |
| 1991-08-01 | 0.47261 |
| 1991-09-01 | 0.57991 |
| 1991-10-01 | 0.30908 |
| 1991-11-01 | 0.81609 |
| 1991-12-01 | 0.61132 |
| 1992-01-01 | 1.15863 |
| 1992-02-01 | 1.13015 |
| 1992-03-01 | 0.51118 |
| 1992-04-01 | 0.64035 |
| 1992-05-01 | 0.53193 |
| 1992-06-01 | 0.38200 |
| 1992-07-01 | 0.49560 |
| 1992-08-01 | 0.43916 |
| 1992-09-01 | 0.46867 |
| 1992-10-01 | 0.34463 |
| 1992-11-01 | 0.24084 |
| 1992-12-01 | 0.68008 |
| 1993-01-01 | 1.01595 |
| 1993-02-01 | 0.53656 |
| 1993-03-01 | 0.71490 |
| 1993-04-01 | 0.27268 |
| 1993-05-01 | 0.68885 |
| 1993-06-01 | 0.28288 |
| 1993-07-01 | 0.28627 |
| 1993-08-01 | 0.45490 |
| 1993-09-01 | 0.57659 |
| 1993-10-01 | 0.15450 |
| 1993-11-01 | 0.05361 |
| 1993-12-01 | 0.26533 |
| 1994-01-01 | 0.20678 |
| 1994-02-01 | 0.26782 |
| 1994-03-01 | 0.46237 |
| 1994-04-01 | 0.51666 |
| 1994-05-01 | 0.60755 |
| 1994-06-01 | 0.59141 |
| 1994-07-01 | 0.51419 |
| 1994-08-01 | 0.51041 |
| 1994-09-01 | 0.16886 |
| 1994-10-01 | 0.55060 |
| 1994-11-01 | 0.36614 |
| 1994-12-01 | 0.05081 |
| 1995-01-01 | 0.43538 |
| 1995-02-01 | 0.31407 |
| 1995-03-01 | 0.16375 |
| 1995-04-01 | 0.43281 |
| 1995-05-01 | 0.21652 |
| 1995-06-01 | 0.34665 |
| 1995-07-01 | 0.48692 |
| 1995-08-01 | 0.17208 |
| 1995-09-01 | 0.43091 |
| 1995-10-01 | 0.16445 |
| 1995-11-01 | 0.29443 |
| 1995-12-01 | 0.54549 |
| 1996-01-01 | 0.26500 |
| 1996-02-01 | 0.37661 |
| 1996-03-01 | 1.04657 |
| 1996-04-01 | 0.64366 |
| 1996-05-01 | 0.33404 |
| 1996-06-01 | 0.41914 |
| 1996-07-01 | 0.43732 |
| 1996-08-01 | 0.50071 |
| 1996-09-01 | 0.55434 |
| 1996-10-01 | 0.11099 |
| 1996-11-01 | 0.48058 |
| 1996-12-01 | 0.35626 |
| 1997-01-01 | 0.38372 |
| 1997-02-01 | 0.54876 |
| 1997-03-01 | 1.15834 |
| 1997-04-01 | 0.88789 |
| 1997-05-01 | 0.83856 |
| 1997-06-01 | 0.47321 |
| 1997-07-01 | 0.86462 |
| 1997-08-01 | 0.78758 |
| 1997-09-01 | 0.49583 |
| 1997-10-01 | 1.35424 |
| 1997-11-01 | 1.61060 |
| 1997-12-01 | 1.81754 |
| 1998-01-01 | 1.97318 |
| 1998-02-01 | 0.62746 |
| 1998-03-01 | 0.49584 |
| 1998-04-01 | 0.97856 |
| 1998-05-01 | 1.25211 |
| 1998-06-01 | 1.14508 |
| 1998-07-01 | 0.73421 |
| 1998-08-01 | 1.80696 |
| 1998-09-01 | 1.98932 |
| 1998-10-01 | 1.44065 |
| 1998-11-01 | 1.75427 |
| 1998-12-01 | 0.99022 |
| 1999-01-01 | 1.29970 |
| 1999-02-01 | 0.80800 |
| 1999-03-01 | 0.50838 |
| 1999-04-01 | 0.96325 |
| 1999-05-01 | 0.81984 |
| 1999-06-01 | 0.60004 |
| 1999-07-01 | 0.88691 |
| 1999-08-01 | 0.71104 |
| 1999-09-01 | 0.91619 |
| 1999-10-01 | 0.94378 |
| 1999-11-01 | 0.73980 |
| 1999-12-01 | 0.84598 |
| 2000-01-01 | 0.40981 |
| 2000-02-01 | 0.35141 |
| 2000-03-01 | 0.73455 |
| 2000-04-01 | 0.91623 |
| 2000-05-01 | 0.85771 |
| 2000-06-01 | 0.57393 |
| 2000-07-01 | 0.44191 |
| 2000-08-01 | 0.15971 |
| 2000-09-01 | 0.10720 |
| 2000-10-01 | 0.58098 |
| 2000-11-01 | 1.34478 |
| 2000-12-01 | 0.69602 |
| 2001-01-01 | 0.99331 |
| 2001-02-01 | 0.72815 |
| 2001-03-01 | 1.41112 |
| 2001-04-01 | 1.21308 |
| 2001-05-01 | 0.64990 |
| 2001-06-01 | 0.54166 |
| 2001-07-01 | 0.78706 |
| 2001-08-01 | 0.38938 |
| 2001-09-01 | 0.77740 |
| 2001-10-01 | 0.72058 |
| 2001-11-01 | 0.81049 |
| 2001-12-01 | 0.41588 |
| 2002-01-01 | 0.71038 |
| 2002-02-01 | 0.58190 |
| 2002-03-01 | 0.26060 |
| 2002-04-01 | 0.62951 |
| 2002-05-01 | 0.26870 |
| 2002-06-01 | 0.46903 |
| 2002-07-01 | 1.31273 |
| 2002-08-01 | 0.65695 |
| 2002-09-01 | 0.74928 |
| 2002-10-01 | 1.18124 |
| 2002-11-01 | 0.51164 |
| 2002-12-01 | 1.06187 |
| 2003-01-01 | 0.60487 |
| 2003-02-01 | 0.42428 |
| 2003-03-01 | 0.59101 |
| 2003-04-01 | 3.11444 |
| 2003-05-01 | 2.40140 |
| 2003-06-01 | 0.74270 |
| 2003-07-01 | 1.22997 |
| 2003-08-01 | 1.24173 |
| 2003-09-01 | 0.37383 |
| 2003-10-01 | 0.62994 |
| 2003-11-01 | 0.43140 |
| 2003-12-01 | 0.95421 |
| 2004-01-01 | 0.63436 |
| 2004-02-01 | 0.51962 |
| 2004-03-01 | 0.53207 |
| 2004-04-01 | 0.56689 |
| 2004-05-01 | 0.36586 |
| 2004-06-01 | 0.46998 |
| 2004-07-01 | 0.49971 |
| 2004-08-01 | 0.61917 |
| 2004-09-01 | 0.25537 |
| 2004-10-01 | 0.89807 |
| 2004-11-01 | 0.47128 |
| 2004-12-01 | 0.82462 |
| 2005-01-01 | 0.67930 |
| 2005-02-01 | 0.44239 |
| 2005-03-01 | 0.28851 |
| 2005-04-01 | 0.56238 |
| 2005-05-01 | 0.40963 |
| 2005-06-01 | 0.52262 |
| 2005-07-01 | 0.47301 |
| 2005-08-01 | 0.62796 |
| 2005-09-01 | 0.19163 |
| 2005-10-01 | 0.86270 |
| 2005-11-01 | 0.51781 |
| 2005-12-01 | 0.83941 |
| 2006-01-01 | 0.62492 |
| 2006-02-01 | 0.10114 |
| 2006-03-01 | 0.60483 |
| 2006-04-01 | 0.68146 |
| 2006-05-01 | 0.47459 |
| 2006-06-01 | 0.51275 |
| 2006-07-01 | 0.46098 |
| 2006-08-01 | 0.55840 |
| 2006-09-01 | 0.64074 |
| 2006-10-01 | 0.28791 |
| 2006-11-01 | 0.65675 |
| 2006-12-01 | 0.65837 |
| 2007-01-01 | 0.81192 |
| 2007-02-01 | 0.50807 |
| 2007-03-01 | 0.73549 |
| 2007-04-01 | 0.76617 |
| 2007-05-01 | 1.00253 |
| 2007-06-01 | 0.55918 |
| 2007-07-01 | 1.03327 |
| 2007-08-01 | 0.93733 |
| 2007-09-01 | 0.75071 |
| 2007-10-01 | 0.58578 |
| 2007-11-01 | 0.57590 |
| 2007-12-01 | 0.46287 |
| 2008-01-01 | 0.69318 |
| 2008-02-01 | 0.82347 |
| 2008-03-01 | 0.99609 |
| 2008-04-01 | 0.42136 |
| 2008-05-01 | 0.47440 |
| 2008-06-01 | 0.44295 |
| 2008-07-01 | 1.01435 |
| 2008-08-01 | 0.50343 |
| 2008-09-01 | 1.30732 |
| 2008-10-01 | 1.58716 |
| 2008-11-01 | 0.90173 |
| 2008-12-01 | 0.71269 |
| 2009-01-01 | 0.65544 |
| 2009-02-01 | 0.57749 |
| 2009-03-01 | 1.01760 |
| 2009-04-01 | 0.93927 |
| 2009-05-01 | 1.00611 |
| 2009-06-01 | 0.51902 |
| 2009-07-01 | 0.54746 |
| 2009-08-01 | 0.71187 |
| 2009-09-01 | 0.57691 |
| 2009-10-01 | 0.53238 |
| 2009-11-01 | 0.51716 |
| 2009-12-01 | 0.45484 |
| 2010-01-01 | 0.70471 |
| 2010-02-01 | 0.11095 |
| 2010-03-01 | 0.26825 |
| 2010-04-01 | 0.45560 |
| 2010-05-01 | 0.27539 |
| 2010-06-01 | 0.28408 |
| 2010-07-01 | 0.46378 |
| 2010-08-01 | 0.26578 |
| 2010-09-01 | 0.31177 |
| 2010-10-01 | 0.29774 |
| 2010-11-01 | 0.51183 |
| 2010-12-01 | 0.65856 |
| 2011-01-01 | 0.62990 |
| 2011-02-01 | 0.27279 |
| 2011-03-01 | 0.58737 |
| 2011-04-01 | 0.33249 |
| 2011-05-01 | 0.47534 |
| 2011-06-01 | 0.47403 |
| 2011-07-01 | 0.26818 |
| 2011-08-01 | 0.75994 |
| 2011-09-01 | 0.31720 |
| 2011-10-01 | 0.60102 |
| 2011-11-01 | 0.36338 |
| 2011-12-01 | 0.47289 |
| 2012-01-01 | 0.60438 |
| 2012-02-01 | 0.49826 |
| 2012-03-01 | 0.42846 |
| 2012-04-01 | 0.47066 |
| 2012-05-01 | 0.20055 |
| 2012-06-01 | 0.61602 |
| 2012-07-01 | 0.29404 |
| 2012-08-01 | 0.43235 |
| 2012-09-01 | 0.54926 |
| 2012-10-01 | 0.33570 |
| 2012-11-01 | 0.32647 |
| 2012-12-01 | 0.50991 |
| 2013-01-01 | 0.18208 |
| 2013-02-01 | 0.39309 |
| 2013-03-01 | 0.43798 |
| 2013-04-01 | 0.15137 |
| 2013-05-01 | 0.39759 |
| 2013-06-01 | 0.04881 |
| 2013-07-01 | 0.20967 |
| 2013-08-01 | 0.10311 |
| 2013-09-01 | 0.45726 |
| 2013-10-01 | 0.44596 |
| 2013-11-01 | 0.26431 |
| 2013-12-01 | 0.22773 |
| 2014-01-01 | 0.34287 |
| 2014-02-01 | 0.37305 |
| 2014-03-01 | 0.65512 |
| 2014-04-01 | 0.48974 |
| 2014-05-01 | 0.29239 |
| 2014-06-01 | 0.38190 |
| 2014-07-01 | 0.71468 |
| 2014-08-01 | 0.61169 |
| 2014-09-01 | 0.27965 |
| 2014-10-01 | 4.93497 |
| 2014-11-01 | 1.22224 |
| 2014-12-01 | 0.85140 |
| 2015-01-01 | 1.21749 |
| 2015-02-01 | 0.48745 |
| 2015-03-01 | 0.69739 |
| 2015-04-01 | 0.67944 |
| 2015-05-01 | 0.46628 |
| 2015-06-01 | 0.40816 |
| 2015-07-01 | 0.78566 |
| 2015-08-01 | 1.38874 |
| 2015-09-01 | 1.09977 |
| 2015-10-01 | 0.19777 |
| 2015-11-01 | 1.12499 |
| 2015-12-01 | 0.96836 |
| 2016-01-01 | 0.50688 |
| 2016-02-01 | 0.71353 |
| 2016-03-01 | 0.25840 |
| 2016-04-01 | 0.29223 |
| 2016-05-01 | 0.58250 |
| 2016-06-01 | 0.28769 |
| 2016-07-01 | 0.26873 |
| 2016-08-01 | 0.51190 |
| 2016-09-01 | 0.33776 |
| 2016-10-01 | 0.39649 |
| 2016-11-01 | 0.22955 |
| 2016-12-01 | 0.59855 |
| 2017-01-01 | 0.62230 |
| 2017-02-01 | 0.33159 |
| 2017-03-01 | 0.38006 |
| 2017-04-01 | 0.35497 |
| 2017-05-01 | 0.48355 |
| 2017-06-01 | 0.11015 |
| 2017-07-01 | 0.22080 |
| 2017-08-01 | 0.94352 |
| 2017-09-01 | 0.17242 |
| 2017-10-01 | 0.08946 |
| 2017-11-01 | 0.12291 |
| 2017-12-01 | 1.22731 |
| 2018-01-01 | 0.12012 |
| 2018-02-01 | 0.49085 |
| 2018-03-01 | 0.87447 |
| 2018-04-01 | 0.31203 |
| 2018-05-01 | 0.25514 |
| 2018-06-01 | 0.22658 |
| 2018-07-01 | 0.23508 |
| 2018-08-01 | 0.22533 |
| 2018-09-01 | 0.46224 |
| 2018-10-01 | 0.95091 |
| 2018-11-01 | 0.15209 |
| 2018-12-01 | 0.15093 |
| 2019-01-01 | 0.73942 |
| 2019-02-01 | 0.37621 |
| 2019-03-01 | 0.44194 |
| 2019-04-01 | 0.31086 |
| 2019-05-01 | 0.37793 |
| 2019-06-01 | 0.83036 |
| 2019-07-01 | 0.85118 |
| 2019-08-01 | 1.17088 |
| 2019-09-01 | 0.73168 |
| 2019-10-01 | 0.85037 |
| 2019-11-01 | 0.90011 |
| 2019-12-01 | 0.78707 |
| 2020-01-01 | 2.10964 |
| 2020-02-01 | 15.73763 |
| 2020-03-01 | 58.12439 |
| 2020-04-01 | 35.15383 |
| 2020-05-01 | 33.44163 |
| 2020-06-01 | 32.02256 |
| 2020-07-01 | 25.19918 |
| 2020-08-01 | 24.12851 |
| 2020-09-01 | 16.31309 |
| 2020-10-01 | 24.76055 |
| 2020-11-01 | 15.14264 |
| 2020-12-01 | 17.46929 |
| 2021-01-01 | 21.95582 |
| 2021-02-01 | 14.95002 |
| 2021-03-01 | 20.50807 |
| 2021-04-01 | 16.12801 |
| 2021-05-01 | 12.11657 |
| 2021-06-01 | 12.59270 |
| 2021-07-01 | 10.07117 |
| 2021-08-01 | 11.02657 |
| 2021-09-01 | 30.91274 |
| 2021-10-01 | 11.61677 |
| 2021-11-01 | 8.56691 |
| 2021-12-01 | 10.73481 |
| 2022-01-01 | 14.39184 |
| 2022-02-01 | 11.51302 |
| 2022-03-01 | 10.05068 |
| 2022-04-01 | 9.52049 |
| 2022-05-01 | 14.53689 |
| 2022-06-01 | 9.01454 |
| 2022-07-01 | 12.26777 |
| 2022-08-01 | 5.76525 |
| 2022-09-01 | 7.20890 |
| 2022-10-01 | 9.99826 |
| 2022-11-01 | 6.31429 |
| 2022-12-01 | 9.08633 |
| 2023-01-01 | 7.85483 |
| 2023-02-01 | 6.92670 |
| 2023-03-01 | 9.89437 |
| 2023-04-01 | 6.85503 |
| 2023-05-01 | 9.17960 |
| 2023-06-01 | 6.72581 |
| 2023-07-01 | 5.91928 |
| 2023-08-01 | 5.33860 |
| 2023-09-01 | 5.45785 |
| 2023-10-01 | 6.16442 |
| 2023-11-01 | 2.87020 |
| 2023-12-01 | 6.48057 |
| 2024-01-01 | 9.38392 |
| 2024-02-01 | 5.13503 |
| 2024-03-01 | 3.59603 |
| 2024-04-01 | 4.86487 |
| 2024-05-01 | 4.05437 |
| 2024-06-01 | 6.15755 |
| 2024-07-01 | 5.38502 |
| 2024-08-01 | 4.56658 |
| 2024-09-01 | 7.56660 |
