Federal Reserve Economic Data

Equity Market Volatility Tracker: Macroeconomic News and Outlook: Other Financial Indicators (EMVMACROFININD)

Observation:

Oct 2024: 0.58549 (+ more)   Updated: Nov 11, 2024 8:01 AM CST
Oct 2024:  0.58549  
Sep 2024:  0.22132  
Aug 2024:  0.00000  
Jul 2024:  0.66266  
Jun 2024:  0.00000  
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: Macroeconomic News and Outlook: Other Financial Indicators [EMVMACROFININD], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVMACROFININD, .

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