Equity Market Volatility Tracker: Taxes (EMVTAXESEMV)

Observations

Aug 2026: 5.60353
Updated: Sep 18, 2026 8:03 AM CDT
Next Release Date: Sep 28, 2026
Aug 2026:  5.60353  
Jul 2026:  6.53583  
Jun 2026:  6.11825  
May 2026:  9.66763  
Apr 2026:  7.00485  
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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: Taxes [EMVTAXESEMV], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVTAXESEMV, .

Release Tables

Economic Policy Uncertainty

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Tags

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

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