Source: Baker, Scott R.
Source: Bloom, Nick
Source: Davis, Stephen J.
Release: Economic Policy Uncertainty
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 [EMVMACRONEWS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVMACRONEWS, September 22, 2020.