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Equity Market Volatility Tracker: Macroeconomic News and Outlook: Inflation (EMVMACROINFLATION)

Observation:

Jan 2024: 6.87181 (+ more)   Updated: Feb 21, 2024
Jan 2024:  6.87181  
Dec 2023:  6.83566  
Nov 2023:  4.63647  
Oct 2023:  5.82195  
Sep 2023:  7.52807  
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: Inflation [EMVMACROINFLATION], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVMACROINFLATION, March 2, 2024.

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