Equity Market Volatility Tracker: Taxes (EMVTAXESEMV)

Observations

Jun 2026: 9.02255
Updated: Jul 8, 2026 8:03 AM CDT
Next Release Date: Jul 20, 2026
Jun 2026:  9.02255  
May 2026:  9.69393  
Apr 2026:  7.00485  
Mar 2026:  6.14541  
Feb 2026:  10.26969  
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: Taxes [EMVTAXESEMV], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVTAXESEMV, .

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 Tax 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