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Monthly Indices:
Equity Market Volatility Tracker

   
    Jan 1985    
 
 
    Dec 2020
Index
Name Dec 2020 Nov 2020 Dec 2019
Overall EMV Tracker
21.58916 20.16303 21.40826
Policy Related
10.20367 9.88256 11.21409
Infectious Disease
17.01519 14.85697 0.78707
Macroeconomic News And Outlook
12.99009 13.03775 14.48206
Broad Quantity Indicators
4.02510 5.30606 8.18551
Inflation
2.01255 2.72883 5.35207
Interest Rates
2.56143 3.48684 6.76879
Other Financial Indicators
0.73184 0.30320 0.78707
Labor Markets
7.31836 4.85126 6.13913
Real Estate Markets
4.39102 4.85126 6.45396
Trade
0.00000 0.00000 0.47224
Business Investment And Sentiment
0.36592 0.45481 2.04638
Consumer Spending And Sentiment
0.91479 1.06121 2.83345
Commodity Markets
8.78203 6.21567 9.44482
Financial Crises
2.37847 2.57723 3.77793
Exchange Rates
0.00000 0.00000 0.31483
Healthcare Matters
2.37847 2.57723 2.04638
Litigation Matters
1.46367 1.36442 1.10190
Competition Matters
0.91479 0.75801 0.78707
Labor Disputes
1.09775 0.90961 2.20379
Intellectual Property Matters
0.00000 0.15160 0.78707
Fiscal Policy
6.95244 7.42849 9.75965
Taxes
4.20806 5.45766 7.39844
Government Spending Deficits And Debt
1.28071 1.36442 1.73155
Entitlement And Welfare Programs
4.20806 2.88043 2.04638
Monetary Policy
3.47622 5.91247 6.13913
Regulation
6.22061 6.82208 6.29655
Financial Regulation
2.01255 2.42563 0.94448
Competition Policy
0.18296 0.15160 0.00000
Intellectual Property Policy
0.00000 0.00000 0.00000
Labor Regulations
0.36592 0.30320 0.47224
Immigration
0.36592 0.00000 0.31483
Energy And Environmental Regulation
0.36592 0.15160 0.47224
Lawsuit And Tort Reform Supreme Court Decisions
0.54888 0.90961 0.62965
Housing And Land Management
0.91479 0.45481 0.31483
Other Regulation
0.00000 0.15160 0.31483
National Security Policy
4.20806 2.57723 5.66689
Government Sponsored Enterprises
0.91479 0.60641 0.62965
Trade Policy
0.36592 1.06121 4.09276
Healthcare Policy
0.91479 1.36442 0.78707
Food And Drug Policy
0.91479 1.06121 0.78707
Transportation, Infrastructure, and Public Utilities
0.00000 0.00000 0.47224
Elections And Political Governance
1.82959 1.97082 4.25017
Agricultural Policy
0.18296 0.00000 0.31483
   

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