Federal Reserve Economic Data

FRED Economic Data, St. Louis FED

Equity Market Volatility Tracker: Monetary Policy (EMVMONETARYPOL)

Observations

Feb 2025: 3.01706
Updated: Mar 5, 2025 8:01 AM CST
Next Release Date: Mar 11, 2025
Feb 2025:  3.01706  
Jan 2025:  3.51438  
Dec 2024:  5.09951  
Nov 2024:  6.03853  
Oct 2024:  5.44600  
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(a) Equity Market Volatility Tracker: Monetary Policy, Index, Not Seasonally Adjusted (EMVMONETARYPOL)

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    Equity Market Volatility Tracker: Monetary Policy
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    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: Monetary Policy [EMVMONETARYPOL], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVMONETARYPOL, April 2, 2025.

    Release Tables

    Economic Policy Uncertainty

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

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