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: Energy And Environmental Regulation Series ID: EMVENRGYENVREG 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 0.24223 1985-02-01 0.24261 1985-03-01 0.16538 1985-04-01 0.00000 1985-05-01 0.06602 1985-06-01 0.39470 1985-07-01 0.08192 1985-08-01 0.08383 1985-09-01 0.29129 1985-10-01 0.06266 1985-11-01 0.07182 1985-12-01 0.19240 1986-01-01 0.13151 1986-02-01 0.32317 1986-03-01 0.26696 1986-04-01 0.45680 1986-05-01 0.41653 1986-06-01 0.12178 1986-07-01 0.21859 1986-08-01 0.06787 1986-09-01 0.20675 1986-10-01 0.32023 1986-11-01 0.31304 1986-12-01 0.05830 1987-01-01 0.29699 1987-02-01 0.11769 1987-03-01 0.15801 1987-04-01 0.05726 1987-05-01 0.17415 1987-06-01 0.16557 1987-07-01 0.21563 1987-08-01 0.20876 1987-09-01 0.24492 1987-10-01 0.27444 1987-11-01 0.22516 1987-12-01 0.21816 1988-01-01 0.49348 1988-02-01 0.16547 1988-03-01 0.20179 1988-04-01 0.27572 1988-05-01 0.27587 1988-06-01 0.15202 1988-07-01 0.30023 1988-08-01 0.37770 1988-09-01 0.20132 1988-10-01 0.36267 1988-11-01 0.35503 1988-12-01 0.24898 1989-01-01 0.21868 1989-02-01 0.34208 1989-03-01 0.09108 1989-04-01 0.23042 1989-05-01 0.15026 1989-06-01 0.14999 1989-07-01 0.31250 1989-08-01 0.36929 1989-09-01 0.19579 1989-10-01 0.04739 1989-11-01 0.35147 1989-12-01 0.10051 1990-01-01 0.19286 1990-02-01 0.11845 1990-03-01 0.17819 1990-04-01 0.09955 1990-05-01 0.04201 1990-06-01 0.53919 1990-07-01 0.16909 1990-08-01 0.28566 1990-09-01 0.20183 1990-10-01 0.30843 1990-11-01 0.04717 1990-12-01 0.26932 1991-01-01 0.15628 1991-02-01 0.19489 1991-03-01 0.21645 1991-04-01 0.10955 1991-05-01 0.10444 1991-06-01 0.27432 1991-07-01 0.05713 1991-08-01 0.10503 1991-09-01 0.26360 1991-10-01 0.20606 1991-11-01 0.21762 1991-12-01 0.45849 1992-01-01 0.33104 1992-02-01 0.33904 1992-03-01 0.25559 1992-04-01 0.26681 1992-05-01 0.21277 1992-06-01 0.32743 1992-07-01 0.24780 1992-08-01 0.26350 1992-09-01 0.23434 1992-10-01 0.29540 1992-11-01 0.09634 1992-12-01 0.19431 1993-01-01 0.45153 1993-02-01 1.49044 1993-03-01 0.27496 1993-04-01 0.16361 1993-05-01 0.22962 1993-06-01 0.22630 1993-07-01 0.22902 1993-08-01 0.22745 1993-09-01 0.17298 1993-10-01 0.20600 1993-11-01 0.21445 1993-12-01 0.05307 1994-01-01 0.20678 1994-02-01 0.05356 1994-03-01 0.35962 1994-04-01 0.22963 1994-05-01 0.25314 1994-06-01 0.19714 1994-07-01 0.22853 1994-08-01 0.05104 1994-09-01 0.11257 1994-10-01 0.30033 1994-11-01 0.15692 1994-12-01 0.15243 1995-01-01 0.16327 1995-02-01 0.06281 1995-03-01 0.05458 1995-04-01 0.16230 1995-05-01 0.05413 1995-06-01 0.05778 1995-07-01 0.24346 1995-08-01 0.34416 1995-09-01 0.10773 1995-10-01 0.16445 1995-11-01 0.00000 1995-12-01 0.24244 1996-01-01 0.26500 1996-02-01 0.06277 1996-03-01 0.34886 1996-04-01 0.29257 1996-05-01 0.11135 1996-06-01 0.29939 1996-07-01 0.18742 1996-08-01 0.18777 1996-09-01 0.16630 1996-10-01 0.16648 1996-11-01 0.30036 1996-12-01 0.47502 1997-01-01 0.21927 1997-02-01 0.21950 1997-03-01 0.26326 1997-04-01 0.38845 1997-05-01 0.31446 1997-06-01 0.21032 1997-07-01 0.23056 1997-08-01 0.21002 1997-09-01 0.44625 1997-10-01 0.35110 1997-11-01 0.31173 1997-12-01 0.05193 1998-01-01 0.10666 1998-02-01 0.15686 1998-03-01 0.13523 1998-04-01 0.14678 1998-05-01 0.25042 1998-06-01 0.20820 1998-07-01 0.52443 1998-08-01 0.43805 1998-09-01 0.26175 1998-10-01 0.10290 1998-11-01 0.16977 1998-12-01 0.20847 1999-01-01 0.39556 1999-02-01 0.26933 1999-03-01 0.45754 1999-04-01 0.04816 1999-05-01 0.24113 1999-06-01 0.30002 1999-07-01 0.27716 1999-08-01 0.47403 1999-09-01 0.21557 1999-10-01 0.26216 1999-11-01 0.15853 1999-12-01 0.15862 2000-01-01 0.00000 2000-02-01 0.00000 2000-03-01 0.11301 2000-04-01 0.18325 2000-05-01 0.28590 2000-06-01 0.17218 2000-07-01 0.11048 2000-08-01 0.15971 2000-09-01 0.32159 2000-10-01 0.31690 2000-11-01 0.28016 2000-12-01 0.88585 2001-01-01 0.66221 2001-02-01 0.16803 2001-03-01 0.47037 2001-04-01 0.36920 2001-05-01 0.10832 2001-06-01 0.32500 2001-07-01 0.11244 2001-08-01 0.33376 2001-09-01 0.19435 2001-10-01 0.15441 2001-11-01 0.34735 2001-12-01 0.35647 2002-01-01 1.00637 2002-02-01 0.29095 2002-03-01 0.20848 2002-04-01 0.45783 2002-05-01 0.32244 2002-06-01 0.41040 2002-07-01 0.52509 2002-08-01 0.45987 2002-09-01 0.18732 2002-10-01 0.21477 2002-11-01 0.22739 2002-12-01 0.33533 2003-01-01 0.16496 2003-02-01 0.12122 2003-03-01 0.05373 2003-04-01 0.16109 2003-05-01 0.16009 2003-06-01 0.37135 2003-07-01 0.22363 2003-08-01 0.26994 2003-09-01 0.26702 2003-10-01 0.13499 2003-11-01 0.04793 2003-12-01 0.10602 2004-01-01 0.10573 2004-02-01 0.25981 2004-03-01 0.14511 2004-04-01 0.10307 2004-05-01 0.15680 2004-06-01 0.15666 2004-07-01 0.11105 2004-08-01 0.20639 2004-09-01 0.00000 2004-10-01 0.29936 2004-11-01 0.15709 2004-12-01 0.15462 2005-01-01 0.26127 2005-02-01 0.00000 2005-03-01 0.14426 2005-04-01 0.15338 2005-05-01 0.25602 2005-06-01 0.05226 2005-07-01 0.14190 2005-08-01 0.11417 2005-09-01 0.28744 2005-10-01 0.22703 2005-11-01 0.10356 2005-12-01 0.27980 2006-01-01 0.17043 2006-02-01 0.05057 2006-03-01 0.04653 2006-04-01 0.19470 2006-05-01 0.31640 2006-06-01 0.00000 2006-07-01 0.23049 2006-08-01 0.22336 2006-09-01 0.14786 2006-10-01 0.14396 2006-11-01 0.04378 2006-12-01 0.09405 2007-01-01 0.31575 2007-02-01 0.50807 2007-03-01 0.22984 2007-04-01 0.40562 2007-05-01 0.13671 2007-06-01 0.13979 2007-07-01 0.36165 2007-08-01 0.15622 2007-09-01 0.60057 2007-10-01 0.34170 2007-11-01 0.28795 2007-12-01 0.61716 2008-01-01 0.42657 2008-02-01 0.36027 2008-03-01 0.47433 2008-04-01 0.42136 2008-05-01 0.23720 2008-06-01 0.39866 2008-07-01 0.45082 2008-08-01 0.22883 2008-09-01 0.56028 2008-10-01 0.85462 2008-11-01 0.60115 2008-12-01 0.47513 2009-01-01 0.53627 2009-02-01 0.76998 2009-03-01 0.53873 2009-04-01 0.16575 2009-05-01 0.47346 2009-06-01 0.51902 2009-07-01 0.43797 2009-08-01 0.27380 2009-09-01 0.10489 2009-10-01 0.21295 2009-11-01 0.22985 2009-12-01 0.15161 2010-01-01 0.35236 2010-02-01 0.27737 2010-03-01 0.26825 2010-04-01 0.45560 2010-05-01 0.38555 2010-06-01 0.34090 2010-07-01 0.69567 2010-08-01 0.31893 2010-09-01 0.25981 2010-10-01 0.24812 2010-11-01 0.28435 2010-12-01 0.16464 2011-01-01 0.45811 2011-02-01 0.10912 2011-03-01 0.46989 2011-04-01 0.11083 2011-05-01 0.17825 2011-06-01 0.35552 2011-07-01 0.13409 2011-08-01 0.91193 2011-09-01 0.69785 2011-10-01 0.36061 2011-11-01 0.12113 2011-12-01 0.00000 2012-01-01 0.24175 2012-02-01 0.42708 2012-03-01 0.30604 2012-04-01 0.29416 2012-05-01 0.26739 2012-06-01 0.06845 2012-07-01 0.44107 2012-08-01 0.30882 2012-09-01 0.30514 2012-10-01 0.67140 2012-11-01 0.10882 2012-12-01 0.20396 2013-01-01 0.36416 2013-02-01 0.11793 2013-03-01 1.88333 2013-04-01 0.20183 2013-05-01 0.54669 2013-06-01 0.53690 2013-07-01 0.47176 2013-08-01 0.25779 2013-09-01 0.34294 2013-10-01 0.50170 2013-11-01 0.13216 2013-12-01 0.22773 2014-01-01 0.45716 2014-02-01 0.15988 2014-03-01 0.23822 2014-04-01 0.42853 2014-05-01 0.46782 2014-06-01 0.27279 2014-07-01 0.11911 2014-08-01 0.50047 2014-09-01 0.27965 2014-10-01 0.06093 2014-11-01 0.00000 2014-12-01 0.36489 2015-01-01 0.67639 2015-02-01 0.18279 2015-03-01 0.05812 2015-04-01 0.06794 2015-05-01 0.11657 2015-06-01 0.23323 2015-07-01 0.49997 2015-08-01 0.30861 2015-09-01 0.51322 2015-10-01 0.52738 2015-11-01 0.28125 2015-12-01 0.29796 2016-01-01 0.84481 2016-02-01 0.00000 2016-03-01 0.25840 2016-04-01 0.29223 2016-05-01 0.38833 2016-06-01 0.19179 2016-07-01 0.17915 2016-08-01 0.10238 2016-09-01 0.25332 2016-10-01 0.19825 2016-11-01 0.57388 2016-12-01 0.19952 2017-01-01 0.20743 2017-02-01 0.22106 2017-03-01 0.09501 2017-04-01 0.35497 2017-05-01 0.00000 2017-06-01 0.22031 2017-07-01 0.33120 2017-08-01 0.11794 2017-09-01 0.17242 2017-10-01 0.35782 2017-11-01 0.24581 2017-12-01 0.54547 2018-01-01 0.48047 2018-02-01 0.24542 2018-03-01 0.10931 2018-04-01 0.10401 2018-05-01 0.76543 2018-06-01 0.33987 2018-07-01 0.11754 2018-08-01 0.22533 2018-09-01 0.30816 2018-10-01 0.47545 2018-11-01 0.30417 2018-12-01 0.60372 2019-01-01 0.88731 2019-02-01 0.12540 2019-03-01 0.29462 2019-04-01 0.62171 2019-05-01 0.12598 2019-06-01 0.13839 2019-07-01 0.17024 2019-08-01 0.14636 2019-09-01 0.58535 2019-10-01 0.10630 2019-11-01 0.30004 2019-12-01 0.47224 2020-01-01 0.79111 2020-02-01 1.17195 2020-03-01 0.65492 2020-04-01 0.35154 2020-05-01 0.62703 2020-06-01 0.18618 2020-07-01 0.15555 2020-08-01 0.16303 2020-09-01 0.00000 2020-10-01 0.51584 2020-11-01 0.15296 2020-12-01 0.33921 2021-01-01 0.34306 2021-02-01 0.32151 2021-03-01 0.48066 2021-04-01 0.32256 2021-05-01 1.07362 2021-06-01 0.51051 2021-07-01 0.12134 2021-08-01 0.17229 2021-09-01 0.33784 2021-10-01 0.00000 2021-11-01 0.00000 2021-12-01 0.00000 2022-01-01 0.00000 2022-02-01 0.31543 2022-03-01 0.40203 2022-04-01 0.00000 2022-05-01 0.00000 2022-06-01 0.00000 2022-07-01 0.63729 2022-08-01 0.54389 2022-09-01 0.00000 2022-10-01 0.00000 2022-11-01 0.00000 2022-12-01 0.00000 2023-01-01 0.00000 2023-02-01 0.00000 2023-03-01 0.00000 2023-04-01 0.63768 2023-05-01 0.33999 2023-06-01 0.00000 2023-07-01 0.00000 2023-08-01 0.00000 2023-09-01 0.00000 2023-10-01 0.00000 2023-11-01 0.00000 2023-12-01 0.00000 2024-01-01 0.00000 2024-02-01 0.00000 2024-03-01 0.35960 2024-04-01 0.00000 2024-05-01 0.00000