Federal Reserve Economic Data

Equity Market Volatility Tracker: Macroeconomic News and Outlook: Trade (EMVMACROTRADE)

Observations

May 2025: 3.84429
Updated: Jun 3, 2025 8:01 AM CDT
Next Release Date: Jun 5, 2025
May 2025:  3.84429  
Apr 2025:  6.20292  
Mar 2025:  1.26565  
Feb 2025:  0.00000  
Jan 2025:  0.00000  
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Units:

Index,
Not Seasonally Adjusted

Frequency:

Monthly

Fullscreen

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: Trade [EMVMACROTRADE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVMACROTRADE, .

Release Tables

Economic Policy Uncertainty

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Baker, Scott R. Davis, Stephen J. Economic Policy Uncertainty Volatility Bloom, Nick Uncertainty Equity Trade Monthly Nation Public Domain: Citation Requested Not Seasonally Adjusted United States of America

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