Observation:
Jun 2024: 5.96861 (+ more) Updated: Jul 8, 2024 8:02 AM CDTJun 2024: | 5.96861 | |
May 2024: | 5.45780 | |
Apr 2024: | 7.21343 | |
Mar 2024: | 5.57384 | |
Feb 2024: | 5.70559 | |
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Units:
Index,Frequency:
MonthlyData in this graph are copyrighted. Please review the copyright information in the series notes before sharing.
Source: Baker, Scott R.
Source: Bloom, Nick
Source: Davis, Stephen J.
Release: Economic Policy Uncertainty
Units: Index, Not Seasonally Adjusted
Frequency: Monthly
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'
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, .