Federal Reserve Economic Data

FRED Economic Data, St. Louis FED

Equity Market Volatility Tracker: Policy Related (EMVPOLRLTDEMV)

Observations

Mar 2025: 28.44781
Updated: Apr 3, 2025 8:02 AM CDT
Next Release Date: Apr 4, 2025
Mar 2025:  28.44781  
Feb 2025:  12.67279  
Jan 2025:  11.34743  
Dec 2024:  10.81598  
Nov 2024:  10.80413  
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(a) Equity Market Volatility Tracker: Policy Related, Index, Not Seasonally Adjusted (EMVPOLRLTDEMV)

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    Equity Market Volatility Tracker: Policy Related
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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: Policy Related [EMVPOLRLTDEMV], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVPOLRLTDEMV, April 17, 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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