Federal Reserve Economic Data

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

Exchange Traded Funds (ETFs) are shares of trusts that hold portfolios of stocks designed to closely track the price performance and yield of specific indices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Exchange Traded Funds (ETFs) are shares of trusts that hold portfolios of stocks designed to closely track the price performance and yield of specific indices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

This series is no longer being updated by the source. More information regarding the changes may be found on both the initial</> and <a href="https://cdn.cboe.com/resources/release_notes/2021/VXO-and-VXHYG-Indices-Consultation-Notice-Final-_v3.pdf"> the final (https://cdn.cboe.com/resources/release_notes/2021/VXO-and-VXHYG-Indices-Consultation-Summary.pdf) announcement pages.

Exchange Traded Funds (ETFs) are shares of trusts that hold portfolios of stocks designed to closely track the price performance and yield of specific indices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

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)

Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Exchange Traded Funds (ETFs) are shares of trusts that hold portfolios of stocks designed to closely track the price performance and yield of specific indices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Exchange Traded Funds (ETFs) are shares of trusts that hold portfolios of stocks designed to closely track the price performance and yield of specific indices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Exchange Traded Funds (ETFs) are shares of trusts that hold portfolios of stocks designed to closely track the price performance and yield of specific indices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

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)

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)

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' (http://www.policyuncertainty.com/media/COVID-Induced%20Economic%20Uncertainty.pdf)

Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

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)

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

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)

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)

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)

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

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)

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)

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

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)

Exchange Traded Funds (ETFs) are shares of trusts that hold portfolios of stocks designed to closely track the price performance and yield of specific indices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Exchange Traded Funds (ETFs) are shares of trusts that hold portfolios of stocks designed to closely track the price performance and yield of specific indices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

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)

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

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)

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)

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)

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01

Volatility of stock price index is the 360-day standard deviation of the return on the national stock market index. (Bloomberg) Source Code: GFDD.SM.01