Equity Market Volatility Tracker: Regulation (EMVREGEMV)

Observations

Jan 2026: 9.63424
Updated: Feb 10, 2026 8:02 AM CST
Next Release Date: Feb 25, 2026
Jan 2026:  9.63424  
Dec 2025:  8.89867  
Nov 2025:  6.91230  
Oct 2025:  7.57790  
Sep 2025:  5.17031  
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: Regulation [EMVREGEMV], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVREGEMV, .

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

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