Federal Reserve Economic Data: Your trusted data source since 1991

Equity Market Volatility Tracker: Litigation Matters (EMVLITGMAT)

Observation:

May 2024: 1.89117 (+ more)   Updated: Jun 10, 2024 8:01 AM CDT
May 2024:  1.89117  
Apr 2024:  1.00728  
Mar 2024:  1.79801  
Feb 2024:  2.28224  
Jan 2024:  1.77055  
View All

Units:

Index,
Not Seasonally Adjusted

Frequency:

Monthly

NOTES

Source: Baker, Scott R.

Source: Bloom, Nick

Source: Davis, Stephen J.

Release: Economic Policy Uncertainty  

Units:  Index, Not Seasonally Adjusted

Frequency:  Monthly

Notes:

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'

Suggested Citation:

Baker, Scott R., Bloom, Nick and Davis, Stephen J., Equity Market Volatility Tracker: Litigation Matters [EMVLITGMAT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVLITGMAT, June 17, 2024.

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