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Monthly Indices:
Equity Market Volatility Tracker

   
    Jan 1985    
 
 
    Dec 2021
Index
Name Dec 2021 Nov 2021 Dec 2020
Overall EMV Tracker
16.49770 14.13678 22.38783
Policy Related
8.84680 6.77807 10.25746
Infectious Disease
10.74621 8.56775 17.46929
Macroeconomic News And Outlook
12.25976 9.42452 13.39878
Broad Quantity Indicators
4.08659 3.56989 4.24012
Inflation
7.71911 4.99785 2.54407
Interest Rates
5.44878 3.56989 2.71368
Other Financial Indicators
0.45407 0.42839 0.67842
Labor Markets
6.20556 5.28344 7.46261
Real Estate Markets
3.48117 3.85549 4.57933
Trade
0.00000 0.00000 0.16960
Business Investment And Sentiment
0.00000 0.00000 0.50881
Consumer Spending And Sentiment
1.05949 0.42839 1.01763
Commodity Markets
6.81098 6.14022 9.15866
Financial Crises
0.45407 1.85635 2.37447
Exchange Rates
0.30271 0.00000 0.00000
Healthcare Matters
2.42168 1.85635 2.37447
Litigation Matters
1.51355 0.57118 1.52644
Competition Matters
0.45407 0.14280 1.52644
Labor Disputes
0.30271 0.42839 1.01763
Intellectual Property Matters
0.15136 0.57118 0.00000
Fiscal Policy
6.81098 4.71226 6.95380
Taxes
4.23794 2.99871 4.07051
Government Spending Deficits And Debt
1.36220 1.14237 1.52644
Entitlement And Welfare Programs
2.87575 1.14237 4.07051
Monetary Policy
6.65962 4.42667 4.24012
Regulation
6.35691 5.99742 6.78419
Financial Regulation
1.51355 1.14237 2.03526
Competition Policy
0.15136 0.14280 0.33921
Intellectual Property Policy
0.00000 0.00000 0.00000
Labor Regulations
0.60542 1.28516 0.50881
Immigration
0.00000 0.00000 0.33921
Energy And Environmental Regulation
0.00000 0.00000 0.33921
Lawsuit And Tort Reform Supreme Court Decisions
0.90813 0.00000 0.50881
Housing And Land Management
0.00000 0.28559 0.84802
Other Regulation
0.00000 0.00000 0.16960
National Security Policy
3.17846 2.14194 4.07051
Government Sponsored Enterprises
0.00000 0.00000 0.84802
Trade Policy
0.15136 0.00000 0.50881
Healthcare Policy
0.90813 0.99957 0.84802
Food And Drug Policy
0.30271 0.00000 0.84802
Transportation, Infrastructure, and Public Utilities
0.60542 0.00000 0.00000
Elections And Political Governance
0.45407 0.57118 1.86565
Agricultural Policy
0.15136 0.00000 0.16960
   

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