NOTE: THIS DATA FILE WILL CHANGE! To improve accessibility of data for all users, we will convert this file from a text format to an html table by the end of June 2024. Title: Equity Market Volatility Tracker: Commodity Markets Series ID: EMVCOMMMKT Source: Baker, Scott R., Bloom, Nick, Davis, Stephen J. Release: Economic Policy Uncertainty (Not a Press Release) Seasonal Adjustment: Not Seasonally Adjusted Frequency: Monthly Units: Index Date Range: 1985-01-01 to 2024-05-01 Last Updated: 2024-06-10 8:01 AM CDT 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' (https://www.policyuncertainty.com/media/Policy%20News%20and%20Stock%20Market%20Volatility.pdf) DATE VALUE 1985-01-01 5.97498 1985-02-01 5.17565 1985-03-01 6.20167 1985-04-01 4.56244 1985-05-01 4.88513 1985-06-01 4.01282 1985-07-01 4.42368 1985-08-01 6.45461 1985-09-01 5.46160 1985-10-01 3.63416 1985-11-01 5.60179 1985-12-01 5.13067 1986-01-01 4.93166 1986-02-01 5.65547 1986-03-01 9.41030 1986-04-01 6.13419 1986-05-01 6.31733 1986-06-01 7.91592 1986-07-01 9.18064 1986-08-01 7.19434 1986-09-01 10.81986 1986-10-01 6.98102 1986-11-01 6.57390 1986-12-01 5.42197 1987-01-01 8.85025 1987-02-01 6.17855 1987-03-01 6.53114 1987-04-01 7.55830 1987-05-01 8.18521 1987-06-01 7.11936 1987-07-01 6.52273 1987-08-01 6.73264 1987-09-01 5.29031 1987-10-01 27.11467 1987-11-01 26.11812 1987-12-01 18.05297 1988-01-01 15.95590 1988-02-01 9.26635 1988-03-01 8.07167 1988-04-01 9.65029 1988-05-01 11.58675 1988-06-01 8.00635 1988-07-01 9.06680 1988-08-01 6.90648 1988-09-01 6.54285 1988-10-01 10.46575 1988-11-01 7.15122 1988-12-01 7.12069 1989-01-01 9.95016 1989-02-01 6.61359 1989-03-01 4.32612 1989-04-01 5.80649 1989-05-01 6.16082 1989-06-01 7.14956 1989-07-01 6.87491 1989-08-01 5.85585 1989-09-01 5.48222 1989-10-01 10.70920 1989-11-01 7.73232 1989-12-01 7.83940 1990-01-01 7.56993 1990-02-01 9.65361 1990-03-01 8.24137 1990-04-01 5.32604 1990-05-01 4.20141 1990-06-01 5.63703 1990-07-01 8.17280 1990-08-01 13.56898 1990-09-01 11.10090 1990-10-01 11.82319 1990-11-01 7.35891 1990-12-01 7.54102 1991-01-01 11.77300 1991-02-01 8.70488 1991-03-01 6.33112 1991-04-01 5.20351 1991-05-01 5.53507 1991-06-01 6.09000 1991-07-01 6.22712 1991-08-01 6.35404 1991-09-01 6.74805 1991-10-01 5.30593 1991-11-01 8.10653 1991-12-01 6.41888 1992-01-01 9.10349 1992-02-01 8.08055 1992-03-01 7.15654 1992-04-01 7.20399 1992-05-01 6.54273 1992-06-01 6.87605 1992-07-01 8.32614 1992-08-01 5.75299 1992-09-01 6.46766 1992-10-01 7.23731 1992-11-01 5.97279 1992-12-01 4.80913 1993-01-01 6.54725 1993-02-01 6.67715 1993-03-01 6.92906 1993-04-01 6.38066 1993-05-01 7.46252 1993-06-01 6.44959 1993-07-01 7.84381 1993-08-01 7.96075 1993-09-01 6.91907 1993-10-01 5.97406 1993-11-01 5.36113 1993-12-01 5.62497 1994-01-01 7.49590 1994-02-01 5.78495 1994-03-01 8.83635 1994-04-01 11.19426 1994-05-01 8.10061 1994-06-01 7.24482 1994-07-01 7.88424 1994-08-01 6.63538 1994-09-01 7.59864 1994-10-01 8.50934 1994-11-01 6.01508 1994-12-01 7.82461 1995-01-01 10.01370 1995-02-01 9.23353 1995-03-01 7.25953 1995-04-01 6.92495 1995-05-01 5.73783 1995-06-01 5.43088 1995-07-01 6.87780 1995-08-01 5.27715 1995-09-01 5.17088 1995-10-01 6.19445 1995-11-01 5.77090 1995-12-01 6.48527 1996-01-01 9.14236 1996-02-01 7.97150 1996-03-01 10.69831 1996-04-01 6.72922 1996-05-01 7.07058 1996-06-01 8.26313 1996-07-01 10.12091 1996-08-01 6.75964 1996-09-01 6.04234 1996-10-01 7.88009 1996-11-01 7.98966 1996-12-01 7.77839 1997-01-01 8.93519 1997-02-01 7.84729 1997-03-01 9.79323 1997-04-01 9.37837 1997-05-01 7.23259 1997-06-01 9.93739 1997-07-01 8.30032 1997-08-01 9.50349 1997-09-01 8.18118 1997-10-01 13.79324 1997-11-01 12.31331 1997-12-01 11.37262 1998-01-01 15.30547 1998-02-01 9.15041 1998-03-01 7.75308 1998-04-01 10.42164 1998-05-01 9.96683 1998-06-01 10.98232 1998-07-01 12.06194 1998-08-01 18.06958 1998-09-01 20.20733 1998-10-01 14.09779 1998-11-01 14.54349 1998-12-01 11.67414 1999-01-01 15.53988 1999-02-01 8.94182 1999-03-01 10.32010 1999-04-01 9.72882 1999-05-01 8.68071 1999-06-01 8.45062 1999-07-01 9.20165 1999-08-01 10.60636 1999-09-01 9.32355 1999-10-01 11.95451 1999-11-01 8.77189 1999-12-01 8.03683 2000-01-01 8.19618 2000-02-01 7.49682 2000-03-01 10.73569 2000-04-01 15.39258 2000-05-01 11.72202 2000-06-01 8.78118 2000-07-01 8.06481 2000-08-01 7.13370 2000-09-01 8.52203 2000-10-01 15.47532 2000-11-01 12.10298 2000-12-01 13.35100 2001-01-01 10.87123 2001-02-01 7.11344 2001-03-01 11.02766 2001-04-01 9.91561 2001-05-01 7.14894 2001-06-01 5.68742 2001-07-01 7.42084 2001-08-01 6.67511 2001-09-01 17.36186 2001-10-01 11.37489 2001-11-01 10.13108 2001-12-01 8.97110 2002-01-01 11.30684 2002-02-01 8.20480 2002-03-01 7.19250 2002-04-01 8.69875 2002-05-01 7.30863 2002-06-01 9.38051 2002-07-01 18.90335 2002-08-01 13.73029 2002-09-01 11.92603 2002-10-01 11.22180 2002-11-01 8.47045 2002-12-01 8.88619 2003-01-01 12.15232 2003-02-01 9.63721 2003-03-01 15.47368 2003-04-01 10.63207 2003-05-01 7.36430 2003-06-01 6.68431 2003-07-01 7.65934 2003-08-01 6.31660 2003-09-01 5.50059 2003-10-01 5.89440 2003-11-01 5.08096 2003-12-01 5.61922 2004-01-01 6.87225 2004-02-01 4.10497 2004-03-01 6.23973 2004-04-01 7.78181 2004-05-01 8.20578 2004-06-01 7.36297 2004-07-01 7.27353 2004-08-01 8.56524 2004-09-01 7.55895 2004-10-01 9.23017 2004-11-01 7.59281 2004-12-01 7.57618 2005-01-01 8.36059 2005-02-01 5.25339 2005-03-01 6.97237 2005-04-01 9.81615 2005-05-01 7.98773 2005-06-01 7.05537 2005-07-01 7.37893 2005-08-01 8.96271 2005-09-01 8.38369 2005-10-01 8.80863 2005-11-01 6.21367 2005-12-01 7.05104 2006-01-01 8.86248 2006-02-01 6.27086 2006-03-01 5.25734 2006-04-01 7.39874 2006-05-01 9.80825 2006-06-01 10.14111 2006-07-01 10.02631 2006-08-01 9.32531 2006-09-01 7.39317 2006-10-01 7.86962 2006-11-01 5.56048 2006-12-01 7.85337 2007-01-01 8.34475 2007-02-01 8.58641 2007-03-01 12.04361 2007-04-01 8.51800 2007-05-01 7.42785 2007-06-01 8.43422 2007-07-01 11.93430 2007-08-01 15.30972 2007-09-01 10.60999 2007-10-01 10.49521 2007-11-01 13.14973 2007-12-01 10.59465 2008-01-01 17.38283 2008-02-01 11.58005 2008-03-01 13.85037 2008-04-01 9.73809 2008-05-01 9.20345 2008-06-01 9.47917 2008-07-01 15.04626 2008-08-01 9.70248 2008-09-01 23.22050 2008-10-01 30.46124 2008-11-01 15.75016 2008-12-01 12.94721 2009-01-01 12.51303 2009-02-01 11.99887 2009-03-01 11.91191 2009-04-01 9.06115 2009-05-01 7.87132 2009-06-01 9.27741 2009-07-01 8.48563 2009-08-01 7.33773 2009-09-01 6.45095 2009-10-01 7.71954 2009-11-01 8.33209 2009-12-01 7.12581 2010-01-01 9.39620 2010-02-01 6.21306 2010-03-01 6.06253 2010-04-01 8.48559 2010-05-01 11.89705 2010-06-01 9.71554 2010-07-01 9.50746 2010-08-01 6.53813 2010-09-01 6.75502 2010-10-01 7.24511 2010-11-01 6.93813 2010-12-01 4.99405 2011-01-01 8.13149 2011-02-01 5.78320 2011-03-01 9.98522 2011-04-01 8.20142 2011-05-01 7.90259 2011-06-01 8.11779 2011-07-01 11.26368 2011-08-01 26.97783 2011-09-01 11.60968 2011-10-01 10.03703 2011-11-01 8.90293 2011-12-01 9.45779 2012-01-01 8.15909 2012-02-01 7.40273 2012-03-01 5.63122 2012-04-01 5.76563 2012-05-01 9.29196 2012-06-01 8.82958 2012-07-01 7.49814 2012-08-01 6.85585 2012-09-01 6.34697 2012-10-01 7.55320 2012-11-01 6.20295 2012-12-01 6.78174 2013-01-01 6.32720 2013-02-01 6.64318 2013-03-01 6.43836 2013-04-01 4.49069 2013-05-01 4.92021 2013-06-01 6.05237 2013-07-01 5.81834 2013-08-01 4.79484 2013-09-01 7.25898 2013-10-01 6.85658 2013-11-01 6.07919 2013-12-01 4.95309 2014-01-01 6.91453 2014-02-01 4.63642 2014-03-01 6.49160 2014-04-01 6.97884 2014-05-01 4.73668 2014-06-01 5.12839 2014-07-01 5.95567 2014-08-01 6.39493 2014-09-01 3.85924 2014-10-01 10.23550 2014-11-01 5.40360 2014-12-01 7.23694 2015-01-01 13.93354 2015-02-01 7.86018 2015-03-01 5.40476 2015-04-01 5.97903 2015-05-01 5.77018 2015-06-01 5.77254 2015-07-01 11.42784 2015-08-01 17.35929 2015-09-01 10.77771 2015-10-01 8.63583 2015-11-01 6.04683 2015-12-01 9.98160 2016-01-01 16.72718 2016-02-01 14.16869 2016-03-01 9.38841 2016-04-01 7.01343 2016-05-01 5.53371 2016-06-01 9.87735 2016-07-01 7.16609 2016-08-01 5.83571 2016-09-01 6.58627 2016-10-01 5.74911 2016-11-01 8.95258 2016-12-01 6.08526 2017-01-01 6.11925 2017-02-01 5.63704 2017-03-01 4.75074 2017-04-01 6.74447 2017-05-01 4.83553 2017-06-01 5.06706 2017-07-01 5.74074 2017-08-01 6.25084 2017-09-01 3.87956 2017-10-01 3.75714 2017-11-01 5.77657 2017-12-01 6.95476 2018-01-01 7.08699 2018-02-01 10.79867 2018-03-01 9.83779 2018-04-01 9.04891 2018-05-01 7.01640 2018-06-01 6.68413 2018-07-01 5.28928 2018-08-01 6.08392 2018-09-01 6.16317 2018-10-01 10.93542 2018-11-01 8.82102 2018-12-01 17.20615 2019-01-01 15.38001 2019-02-01 6.01941 2019-03-01 7.36559 2019-04-01 8.54855 2019-05-01 8.31456 2019-06-01 8.85714 2019-07-01 7.66063 2019-08-01 13.46514 2019-09-01 6.87780 2019-10-01 6.37777 2019-11-01 7.80095 2019-12-01 9.44482 2020-01-01 7.77929 2020-02-01 9.71045 2020-03-01 28.48914 2020-04-01 16.17076 2020-05-01 13.37665 2020-06-01 14.52186 2020-07-01 11.19963 2020-08-01 10.43395 2020-09-01 8.31044 2020-10-01 10.83274 2020-11-01 6.27119 2020-12-01 9.15866 2021-01-01 9.94873 2021-02-01 9.00216 2021-03-01 10.25403 2021-04-01 8.22529 2021-05-01 7.20859 2021-06-01 8.84892 2021-07-01 6.06697 2021-08-01 7.92535 2021-09-01 9.29071 2021-10-01 10.16467 2021-11-01 6.13962 2021-12-01 6.85835 2022-01-01 7.85009 2022-02-01 11.67073 2022-03-01 13.26689 2022-04-01 8.56844 2022-05-01 13.17406 2022-06-01 7.02604 2022-07-01 10.19659 2022-08-01 5.76525 2022-09-01 7.08671 2022-10-01 9.56356 2022-11-01 6.03975 2022-12-01 10.52101 2023-01-01 8.45905 2023-02-01 8.52517 2023-03-01 9.39127 2023-04-01 8.60864 2023-05-01 9.00961 2023-06-01 5.76498 2023-07-01 6.26748 2023-08-01 4.77664 2023-09-01 6.96346 2023-10-01 5.13702 2023-11-01 5.74040 2023-12-01 6.85089 2024-01-01 6.72809 2024-02-01 6.46634 2024-03-01 5.93344 2024-04-01 7.55463 2024-05-01 6.77669