Federal Reserve Economic Data

Equity Market Volatility Tracker: Taxes (EMVTAXESEMV)

Observations

Jun 2025: 8.11793
Updated: Jul 4, 2025 8:01 AM CDT
Next Release Date: Jul 7, 2025
Jun 2025:  8.11793  
May 2025:  12.23731  
Apr 2025:  30.79788  
Mar 2025:  19.61761  
Feb 2025:  6.65833  
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Units:

Index,
Not Seasonally Adjusted

Frequency:

Monthly

Fullscreen

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: Taxes [EMVTAXESEMV], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVTAXESEMV, .

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Economic Policy Uncertainty

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Tags

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

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