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: Competition Matters Series ID: EMVCOMPMAT 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 2024-04-01 Last Updated: 2024-05-15 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 0.48446 1985-02-01 1.45565 1985-03-01 0.74420 1985-04-01 0.57030 1985-05-01 0.26406 1985-06-01 0.39470 1985-07-01 0.57344 1985-08-01 0.58678 1985-09-01 0.43693 1985-10-01 0.43861 1985-11-01 0.50272 1985-12-01 0.57720 1986-01-01 0.26302 1986-02-01 0.48475 1986-03-01 0.33370 1986-04-01 0.97886 1986-05-01 0.97190 1986-06-01 0.60892 1986-07-01 0.36431 1986-08-01 0.54297 1986-09-01 0.75808 1986-10-01 1.15283 1986-11-01 0.37565 1986-12-01 0.29150 1987-01-01 0.29699 1987-02-01 0.23537 1987-03-01 0.36869 1987-04-01 0.51534 1987-05-01 0.63856 1987-06-01 0.71745 1987-07-01 0.75470 1987-08-01 0.52191 1987-09-01 0.48984 1987-10-01 0.87821 1987-11-01 1.46352 1987-12-01 1.30898 1988-01-01 0.38382 1988-02-01 0.60673 1988-03-01 0.95851 1988-04-01 0.60659 1988-05-01 0.77245 1988-06-01 0.86144 1988-07-01 0.72054 1988-08-01 0.64748 1988-09-01 0.35231 1988-10-01 1.34708 1988-11-01 0.81149 1988-12-01 0.59754 1989-01-01 0.65605 1989-02-01 0.39910 1989-03-01 0.40984 1989-04-01 0.36867 1989-05-01 0.35062 1989-06-01 0.64996 1989-07-01 1.04165 1989-08-01 0.63307 1989-09-01 0.58738 1989-10-01 0.75817 1989-11-01 0.55231 1989-12-01 0.80404 1990-01-01 0.67503 1990-02-01 0.94759 1990-03-01 0.66822 1990-04-01 0.74664 1990-05-01 0.29410 1990-06-01 0.68625 1990-07-01 0.84546 1990-08-01 0.76177 1990-09-01 0.50459 1990-10-01 0.56546 1990-11-01 0.66042 1990-12-01 0.53864 1991-01-01 0.62511 1991-02-01 0.12992 1991-03-01 0.43290 1991-04-01 0.71206 1991-05-01 0.41774 1991-06-01 0.43892 1991-07-01 0.22852 1991-08-01 0.42010 1991-09-01 0.36903 1991-10-01 0.61817 1991-11-01 0.59847 1991-12-01 0.45849 1992-01-01 0.60690 1992-02-01 0.45206 1992-03-01 0.51118 1992-04-01 0.48027 1992-05-01 0.37235 1992-06-01 1.25515 1992-07-01 0.59472 1992-08-01 0.61482 1992-09-01 0.46867 1992-10-01 0.73850 1992-11-01 0.77068 1992-12-01 0.38862 1993-01-01 0.56442 1993-02-01 0.47694 1993-03-01 1.20984 1993-04-01 0.54536 1993-05-01 0.51664 1993-06-01 0.79205 1993-07-01 1.20234 1993-08-01 0.45490 1993-09-01 0.57659 1993-10-01 0.30900 1993-11-01 0.53611 1993-12-01 0.53066 1994-01-01 0.62035 1994-02-01 0.26782 1994-03-01 0.87336 1994-04-01 0.40185 1994-05-01 0.60755 1994-06-01 0.73927 1994-07-01 0.57132 1994-08-01 0.71458 1994-09-01 0.39400 1994-10-01 0.95104 1994-11-01 0.52305 1994-12-01 1.06699 1995-01-01 0.81633 1995-02-01 0.81657 1995-03-01 0.81874 1995-04-01 0.70332 1995-05-01 0.70370 1995-06-01 0.80885 1995-07-01 1.03471 1995-08-01 0.80304 1995-09-01 0.75409 1995-10-01 0.93191 1995-11-01 0.82441 1995-12-01 0.72732 1996-01-01 0.79499 1996-02-01 0.50214 1996-03-01 0.81400 1996-04-01 1.11178 1996-05-01 0.44539 1996-06-01 0.65866 1996-07-01 0.99960 1996-08-01 0.87625 1996-09-01 0.60978 1996-10-01 0.77691 1996-11-01 0.84102 1996-12-01 0.59377 1997-01-01 0.93189 1997-02-01 1.04265 1997-03-01 0.68447 1997-04-01 0.94339 1997-05-01 0.68133 1997-06-01 0.84126 1997-07-01 0.74933 1997-08-01 0.57756 1997-09-01 0.49583 1997-10-01 0.65204 1997-11-01 0.98714 1997-12-01 0.98667 1998-01-01 1.70653 1998-02-01 0.62746 1998-03-01 1.71289 1998-04-01 1.07641 1998-05-01 2.45414 1998-06-01 1.24917 1998-07-01 1.20619 1998-08-01 1.42366 1998-09-01 1.25641 1998-10-01 1.90372 1998-11-01 1.01861 1998-12-01 1.92832 1999-01-01 1.86479 1999-02-01 1.18506 1999-03-01 1.22011 1999-04-01 1.05957 1999-05-01 1.10920 1999-06-01 0.90007 1999-07-01 1.10863 1999-08-01 0.82955 1999-09-01 0.86229 1999-10-01 0.78648 1999-11-01 1.84950 1999-12-01 1.21610 2000-01-01 1.17088 2000-02-01 0.58569 2000-03-01 2.03413 2000-04-01 5.13086 2000-05-01 2.11568 2000-06-01 1.54962 2000-07-01 1.21525 2000-08-01 0.58560 2000-09-01 1.07195 2000-10-01 1.42605 2000-11-01 1.62494 2000-12-01 2.08807 2001-01-01 1.26923 2001-02-01 1.00820 2001-03-01 0.88848 2001-04-01 0.73840 2001-05-01 0.59575 2001-06-01 0.81249 2001-07-01 0.95571 2001-08-01 1.11252 2001-09-01 1.16610 2001-10-01 0.82352 2001-11-01 1.67887 2001-12-01 1.24764 2002-01-01 0.82877 2002-02-01 1.04742 2002-03-01 0.88603 2002-04-01 0.80120 2002-05-01 0.85984 2002-06-01 1.17256 2002-07-01 1.57528 2002-08-01 0.85404 2002-09-01 1.24880 2002-10-01 1.12755 2002-11-01 0.90958 2002-12-01 1.11776 2003-01-01 0.82482 2003-02-01 0.48489 2003-03-01 0.85965 2003-04-01 0.96655 2003-05-01 0.64037 2003-06-01 0.79575 2003-07-01 1.17406 2003-08-01 0.37792 2003-09-01 0.64085 2003-10-01 0.89991 2003-11-01 0.47934 2003-12-01 0.58313 2004-01-01 0.26432 2004-02-01 0.77942 2004-03-01 0.87066 2004-04-01 0.56689 2004-05-01 0.57493 2004-06-01 0.52220 2004-07-01 0.94389 2004-08-01 0.46438 2004-09-01 0.25537 2004-10-01 0.79829 2004-11-01 0.57601 2004-12-01 0.56692 2005-01-01 0.94057 2005-02-01 0.71889 2005-03-01 0.52894 2005-04-01 0.71576 2005-05-01 0.46083 2005-06-01 0.57488 2005-07-01 0.61491 2005-08-01 0.51379 2005-09-01 0.57488 2005-10-01 0.36324 2005-11-01 0.31068 2005-12-01 0.83941 2006-01-01 0.62492 2006-02-01 0.35400 2006-03-01 0.74440 2006-04-01 0.38941 2006-05-01 0.63279 2006-06-01 0.68367 2006-07-01 0.34573 2006-08-01 0.39088 2006-09-01 0.69003 2006-10-01 0.57583 2006-11-01 1.00702 2006-12-01 0.94052 2007-01-01 0.67660 2007-02-01 0.60969 2007-03-01 0.87339 2007-04-01 0.94644 2007-05-01 0.86582 2007-06-01 0.93196 2007-07-01 1.08494 2007-08-01 1.45807 2007-09-01 1.05099 2007-10-01 0.43933 2007-11-01 0.76787 2007-12-01 0.82289 2008-01-01 1.17307 2008-02-01 1.49254 2008-03-01 0.61663 2008-04-01 0.42136 2008-05-01 0.66417 2008-06-01 0.70872 2008-07-01 0.90165 2008-08-01 0.41190 2008-09-01 1.12056 2008-10-01 2.01447 2008-11-01 0.90173 2008-12-01 0.53452 2009-01-01 0.95337 2009-02-01 0.64165 2009-03-01 0.71831 2009-04-01 0.60776 2009-05-01 0.29591 2009-06-01 0.90828 2009-07-01 0.38322 2009-08-01 0.38331 2009-09-01 0.62936 2009-10-01 0.53238 2009-11-01 0.63209 2009-12-01 0.40430 2010-01-01 0.64599 2010-02-01 0.72116 2010-03-01 0.59016 2010-04-01 0.51255 2010-05-01 0.71603 2010-06-01 0.51134 2010-07-01 0.17392 2010-08-01 0.15947 2010-09-01 0.57158 2010-10-01 0.69474 2010-11-01 0.56870 2010-12-01 0.49392 2011-01-01 0.45811 2011-02-01 0.49103 2011-03-01 0.99852 2011-04-01 0.60956 2011-05-01 0.35651 2011-06-01 0.71105 2011-07-01 1.00569 2011-08-01 1.06391 2011-09-01 1.20538 2011-10-01 1.38235 2011-11-01 0.78733 2011-12-01 0.67556 2012-01-01 0.72525 2012-02-01 0.85416 2012-03-01 0.55088 2012-04-01 0.35300 2012-05-01 0.33424 2012-06-01 0.34223 2012-07-01 0.66160 2012-08-01 0.61764 2012-09-01 0.42720 2012-10-01 0.39165 2012-11-01 0.48971 2012-12-01 0.76486 2013-01-01 0.31864 2013-02-01 0.82548 2013-03-01 0.56938 2013-04-01 0.35320 2013-05-01 0.54669 2013-06-01 0.53690 2013-07-01 0.41934 2013-08-01 0.30934 2013-09-01 0.22863 2013-10-01 0.61319 2013-11-01 0.33039 2013-12-01 0.56932 2014-01-01 0.45716 2014-02-01 0.31975 2014-03-01 0.35734 2014-04-01 0.73461 2014-05-01 0.46782 2014-06-01 0.54557 2014-07-01 0.47645 2014-08-01 0.77851 2014-09-01 0.39152 2014-10-01 0.54833 2014-11-01 0.83627 2014-12-01 0.66896 2015-01-01 0.40583 2015-02-01 0.30466 2015-03-01 0.40681 2015-04-01 0.33972 2015-05-01 0.17485 2015-06-01 0.75801 2015-07-01 0.92851 2015-08-01 1.08013 2015-09-01 0.87981 2015-10-01 0.65922 2015-11-01 0.42187 2015-12-01 0.44694 2016-01-01 0.50688 2016-02-01 0.61160 2016-03-01 0.43066 2016-04-01 0.29223 2016-05-01 0.48541 2016-06-01 0.47948 2016-07-01 0.53746 2016-08-01 0.51190 2016-09-01 0.42220 2016-10-01 0.39649 2016-11-01 1.60687 2016-12-01 0.59855 2017-01-01 0.93344 2017-02-01 0.44212 2017-03-01 0.38006 2017-04-01 0.70994 2017-05-01 0.29013 2017-06-01 0.33046 2017-07-01 0.22080 2017-08-01 0.00000 2017-09-01 0.34485 2017-10-01 0.17891 2017-11-01 0.98325 2017-12-01 0.40910 2018-01-01 0.12012 2018-02-01 0.24542 2018-03-01 0.54654 2018-04-01 0.41604 2018-05-01 0.51028 2018-06-01 0.45316 2018-07-01 0.23508 2018-08-01 0.33800 2018-09-01 0.46224 2018-10-01 0.83204 2018-11-01 1.21669 2018-12-01 1.20745 2019-01-01 1.47885 2019-02-01 0.75243 2019-03-01 0.73656 2019-04-01 0.46628 2019-05-01 0.50391 2019-06-01 0.69196 2019-07-01 1.36189 2019-08-01 0.58544 2019-09-01 0.29267 2019-10-01 0.42518 2019-11-01 0.60007 2019-12-01 0.78707 2020-01-01 0.65926 2020-02-01 0.83711 2020-03-01 0.16373 2020-04-01 0.70308 2020-05-01 1.67208 2020-06-01 1.48942 2020-07-01 1.24440 2020-08-01 1.14121 2020-09-01 0.30779 2020-10-01 0.68779 2020-11-01 0.76478 2020-12-01 1.52644 2021-01-01 0.51459 2021-02-01 0.48226 2021-03-01 1.44197 2021-04-01 0.64512 2021-05-01 0.46012 2021-06-01 0.51051 2021-07-01 0.97071 2021-08-01 0.51687 2021-09-01 0.50677 2021-10-01 0.00000 2021-11-01 0.14278 2021-12-01 0.44728 2022-01-01 0.29074 2022-02-01 0.78856 2022-03-01 0.26802 2022-04-01 0.47602 2022-05-01 0.90856 2022-06-01 0.00000 2022-07-01 0.47797 2022-08-01 0.76145 2022-09-01 0.12218 2022-10-01 0.28980 2022-11-01 0.00000 2022-12-01 0.31882 2023-01-01 0.15105 2023-02-01 0.35522 2023-03-01 0.33540 2023-04-01 1.11593 2023-05-01 0.33999 2023-06-01 0.00000 2023-07-01 1.21868 2023-08-01 0.00000 2023-09-01 0.56460 2023-10-01 0.68494 2023-11-01 0.22078 2023-12-01 0.74064 2024-01-01 0.35411 2024-02-01 0.38037 2024-03-01 0.71980 2024-04-01 0.34939