Equity Market Volatility Tracker: Macroeconomic News And Outlook (EMVMACRONEWS)

Observations

Aug 2026: 12.32776
Updated: Sep 18, 2026 8:03 AM CDT
Next Release Date: Sep 28, 2026
Aug 2026:  12.32776  
Jul 2026:  14.03280  
Jun 2026:  10.70694  
May 2026:  15.34211  
Apr 2026:  13.17578  
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 [EMVMACRONEWS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVMACRONEWS, .

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

Macroeconomic Baker, Scott R. Davis, Stephen J. Economic Policy Uncertainty Volatility Uncertainty Bloom, Nick Equity 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