CBOE Volatility Index: VIX | FRED

Notes

Source: Chicago Board Options Exchange

Units: Index, Not Seasonally Adjusted

Frequency: Daily, Close

Notes:

VIX measures market expectation of near term volatility conveyed by stock index option prices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Suggested Citation:

Chicago Board Options Exchange, CBOE Volatility Index: VIX [VIXCLS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/VIXCLS, .

CBOE S&P 500 3-Month Volatility Index (VXVCLS)

Source: Chicago Board Options Exchange

Release: CBOE Market Statistics

Units: Index, Not Seasonally Adjusted

Frequency: Daily, Close

Notes:

Suggested Citation:

Chicago Board Options Exchange, CBOE S&P 500 3-Month Volatility Index [VXVCLS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/VXVCLS, .

Economic Policy Uncertainty Index for United States (USEPUINDXD)

Source: Baker, Scott R.

Source: Bloom, Nick

Source: Davis, Steven J.

Release: Economic Policy Uncertainty

Units: Index, Not Seasonally Adjusted

Frequency: Daily, 7-Day

Notes:

The daily news-based Economic Policy Uncertainty Index is based on newspapers in the United States.

For additional details, including an analysis of the performance of the model, see Baker, Scott, Nicholas Bloom and Steven Davis (2012), "Measuring Economic Policy Uncertainty"

Suggested Citation:

Baker, Scott R., Bloom, Nick and Davis, Steven J., Economic Policy Uncertainty Index for United States [USEPUINDXD], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/USEPUINDXD, .