Federal Reserve Economic Data

Equity Market Volatility Tracker: Macroeconomic News and Outlook: Broad Quantity Indicators (EMVMACROBROAD)

Observations

Nov 2025: 4.24158
Updated: Dec 2, 2025 8:02 AM CST
Next Release Date: Dec 16, 2025
Nov 2025:  4.24158  
Oct 2025:  5.14449  
Sep 2025:  3.99524  
Aug 2025:  6.16949  
Jul 2025:  5.54973  
View All

Units:

Index,
Not Seasonally Adjusted

Frequency:

Monthly

Fullscreen

Notes

Source: Baker, Scott R.

Source: Bloom, Nick  

Source: Davis, Steven 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, Steven J., Equity Market Volatility Tracker: Macroeconomic News and Outlook: Broad Quantity Indicators [EMVMACROBROAD], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVMACROBROAD, .

Release Tables

Economic Policy Uncertainty

Related Data and Content

Data Suggestions Based On Your Search

Content Suggestions

Related Categories

Economic Policy Uncertainty Academic Data

Releases

More Series from Economic Policy Uncertainty

Tags

Baker, Scott R. Davis, Stephen J. Economic Policy Uncertainty Volatility Uncertainty Bloom, Nick Broad Equity Indexes Monthly Nation Public Domain: Citation Requested United States of America Not Seasonally Adjusted

Back to Top

Subscribe to the FRED newsletter

Follow us

 

Need Help?

Questions or Comments
FRED Help
Legal
Privacy Notice & Policy