Federal Reserve Economic Data: Your trusted data source since 1991

Equity Market Volatility Tracker: Overall (EMVOVERALLEMV)

Observation:

Mar 2024: 21.16006 (+ more)   Updated: Apr 8, 2024 8:01 AM CDT
Mar 2024:  21.16006  
Feb 2024:  17.12291  
Jan 2024:  19.29900  
Dec 2023:  17.59011  
Nov 2023:  18.76668  
View All

Units:

Index,
Not Seasonally Adjusted

Frequency:

Monthly

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: Overall [EMVOVERALLEMV], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVOVERALLEMV, April 24, 2024.

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