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: Trade Policy Series ID: EMVTRADEPOLEMV 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 0.08074 1985-02-01 0.08087 1985-03-01 0.16538 1985-04-01 0.14258 1985-05-01 0.13203 1985-06-01 0.06578 1985-07-01 0.16384 1985-08-01 0.16765 1985-09-01 0.29129 1985-10-01 0.12532 1985-11-01 0.28727 1985-12-01 0.12827 1986-01-01 0.19727 1986-02-01 0.00000 1986-03-01 0.33370 1986-04-01 0.19577 1986-05-01 0.20826 1986-06-01 0.30446 1986-07-01 0.21859 1986-08-01 0.33936 1986-09-01 0.48241 1986-10-01 0.32023 1986-11-01 0.50087 1986-12-01 0.17490 1987-01-01 0.35639 1987-02-01 0.64728 1987-03-01 0.47403 1987-04-01 1.43150 1987-05-01 0.40636 1987-06-01 0.05519 1987-07-01 0.32344 1987-08-01 0.05219 1987-09-01 0.04898 1987-10-01 2.19552 1987-11-01 1.91383 1987-12-01 1.19990 1988-01-01 0.98696 1988-02-01 0.82735 1988-03-01 0.50448 1988-04-01 0.38601 1988-05-01 0.44140 1988-06-01 0.20269 1988-07-01 0.36027 1988-08-01 0.53957 1988-09-01 0.15099 1988-10-01 0.56992 1988-11-01 0.30431 1988-12-01 0.49795 1989-01-01 0.49204 1989-02-01 0.17104 1989-03-01 0.22769 1989-04-01 0.23042 1989-05-01 0.40070 1989-06-01 0.24998 1989-07-01 0.31250 1989-08-01 0.26378 1989-09-01 0.09790 1989-10-01 0.66340 1989-11-01 0.30126 1989-12-01 0.55278 1990-01-01 0.43395 1990-02-01 0.35535 1990-03-01 0.40093 1990-04-01 0.34843 1990-05-01 0.37813 1990-06-01 0.29411 1990-07-01 0.62001 1990-08-01 0.71416 1990-09-01 0.30275 1990-10-01 0.41124 1990-11-01 0.37738 1990-12-01 0.32319 1991-01-01 0.52093 1991-02-01 0.19489 1991-03-01 0.27056 1991-04-01 0.21910 1991-05-01 0.57439 1991-06-01 0.54865 1991-07-01 0.39991 1991-08-01 0.31508 1991-09-01 0.57991 1991-10-01 0.36060 1991-11-01 0.87050 1991-12-01 0.45849 1992-01-01 0.71724 1992-02-01 0.73460 1992-03-01 0.35783 1992-04-01 0.69372 1992-05-01 0.37235 1992-06-01 1.03686 1992-07-01 1.33813 1992-08-01 1.18573 1992-09-01 0.46867 1992-10-01 0.88620 1992-11-01 0.57801 1992-12-01 0.38862 1993-01-01 0.62086 1993-02-01 0.53656 1993-03-01 0.49493 1993-04-01 0.38175 1993-05-01 0.74625 1993-06-01 0.84863 1993-07-01 1.43135 1993-08-01 0.79608 1993-09-01 0.92254 1993-10-01 1.49351 1993-11-01 3.75279 1993-12-01 1.22051 1994-01-01 2.01614 1994-02-01 0.80347 1994-03-01 2.62008 1994-04-01 2.06663 1994-05-01 0.91132 1994-06-01 0.88712 1994-07-01 0.74272 1994-08-01 1.22499 1994-09-01 0.61915 1994-10-01 0.75082 1994-11-01 0.78458 1994-12-01 1.98156 1995-01-01 2.66669 1995-02-01 1.31908 1995-03-01 0.76416 1995-04-01 0.81152 1995-05-01 0.48717 1995-06-01 1.21328 1995-07-01 0.60866 1995-08-01 0.40152 1995-09-01 0.16159 1995-10-01 0.38373 1995-11-01 0.23555 1995-12-01 0.60610 1996-01-01 0.86124 1996-02-01 0.56491 1996-03-01 0.87214 1996-04-01 0.46812 1996-05-01 0.66809 1996-06-01 0.47902 1996-07-01 0.68722 1996-08-01 0.62589 1996-09-01 0.27717 1996-10-01 0.33296 1996-11-01 0.30036 1996-12-01 0.59377 1997-01-01 0.38372 1997-02-01 0.43901 1997-03-01 0.21061 1997-04-01 0.88789 1997-05-01 0.36687 1997-06-01 0.78868 1997-07-01 0.23056 1997-08-01 0.63007 1997-09-01 0.44625 1997-10-01 1.25393 1997-11-01 0.67541 1997-12-01 0.72702 1998-01-01 0.95992 1998-02-01 0.41830 1998-03-01 0.09015 1998-04-01 0.39142 1998-05-01 0.60101 1998-06-01 0.36434 1998-07-01 0.36710 1998-08-01 1.25939 1998-09-01 1.25641 1998-10-01 1.08049 1998-11-01 0.96202 1998-12-01 0.62540 1999-01-01 0.90414 1999-02-01 0.53866 1999-03-01 0.61006 1999-04-01 0.91509 1999-05-01 0.38581 1999-06-01 0.50004 1999-07-01 0.22173 1999-08-01 0.53328 1999-09-01 0.75451 1999-10-01 0.62918 1999-11-01 0.95117 1999-12-01 1.00460 2000-01-01 0.81962 2000-02-01 0.52712 2000-03-01 0.73455 2000-04-01 1.46596 2000-05-01 0.85771 2000-06-01 0.68872 2000-07-01 0.66286 2000-08-01 0.58560 2000-09-01 0.21439 2000-10-01 0.79225 2000-11-01 1.17668 2000-12-01 0.88585 2001-01-01 0.77257 2001-02-01 0.44809 2001-03-01 0.94075 2001-04-01 0.68565 2001-05-01 0.43327 2001-06-01 0.32500 2001-07-01 0.50597 2001-08-01 0.83439 2001-09-01 1.55479 2001-10-01 0.46323 2001-11-01 0.57892 2001-12-01 0.53470 2002-01-01 1.00637 2002-02-01 0.58190 2002-03-01 0.57332 2002-04-01 0.57229 2002-05-01 0.42992 2002-06-01 1.05531 2002-07-01 2.03474 2002-08-01 1.11682 2002-09-01 0.74928 2002-10-01 0.53693 2002-11-01 0.62534 2002-12-01 0.83832 2003-01-01 0.71484 2003-02-01 0.78795 2003-03-01 0.53728 2003-04-01 0.42958 2003-05-01 0.48028 2003-06-01 0.63660 2003-07-01 0.61498 2003-08-01 0.43190 2003-09-01 0.74765 2003-10-01 0.26997 2003-11-01 0.47934 2003-12-01 0.26506 2004-01-01 0.63436 2004-02-01 0.36373 2004-03-01 0.24185 2004-04-01 0.10307 2004-05-01 0.36586 2004-06-01 0.36554 2004-07-01 0.27762 2004-08-01 0.36118 2004-09-01 0.10215 2004-10-01 0.29936 2004-11-01 0.52364 2004-12-01 0.61846 2005-01-01 0.15676 2005-02-01 0.11060 2005-03-01 0.14426 2005-04-01 0.30675 2005-05-01 0.20481 2005-06-01 0.62714 2005-07-01 0.33111 2005-08-01 0.39961 2005-09-01 0.28744 2005-10-01 0.54486 2005-11-01 0.00000 2005-12-01 0.16788 2006-01-01 0.39768 2006-02-01 0.15171 2006-03-01 0.51178 2006-04-01 0.14603 2006-05-01 0.42186 2006-06-01 0.28486 2006-07-01 0.51860 2006-08-01 0.39088 2006-09-01 0.39430 2006-10-01 0.28791 2006-11-01 0.52540 2006-12-01 0.42324 2007-01-01 0.40596 2007-02-01 0.40646 2007-03-01 0.87339 2007-04-01 0.67603 2007-05-01 0.63798 2007-06-01 0.69897 2007-07-01 0.36165 2007-08-01 0.83318 2007-09-01 0.30028 2007-10-01 0.53696 2007-11-01 0.95983 2007-12-01 0.66859 2008-01-01 0.31993 2008-02-01 0.41174 2008-03-01 0.71149 2008-04-01 0.51500 2008-05-01 0.28464 2008-06-01 0.39866 2008-07-01 0.56353 2008-08-01 0.73226 2008-09-01 1.12056 2008-10-01 1.77029 2008-11-01 0.72138 2008-12-01 0.71269 2009-01-01 0.47669 2009-02-01 0.76998 2009-03-01 0.53873 2009-04-01 0.27625 2009-05-01 0.35510 2009-06-01 0.25951 2009-07-01 0.32848 2009-08-01 0.21904 2009-09-01 0.10489 2009-10-01 0.37267 2009-11-01 0.11493 2009-12-01 0.25269 2010-01-01 0.17618 2010-02-01 0.05547 2010-03-01 0.21460 2010-04-01 0.51255 2010-05-01 0.33047 2010-06-01 0.22726 2010-07-01 0.28986 2010-08-01 0.10631 2010-09-01 0.41569 2010-10-01 0.14887 2010-11-01 0.34122 2010-12-01 0.27440 2011-01-01 0.51538 2011-02-01 0.00000 2011-03-01 0.35242 2011-04-01 0.05541 2011-05-01 0.47534 2011-06-01 0.65179 2011-07-01 0.33523 2011-08-01 1.67187 2011-09-01 0.50753 2011-10-01 0.48082 2011-11-01 0.48451 2011-12-01 0.40533 2012-01-01 0.18131 2012-02-01 0.14236 2012-03-01 0.12242 2012-04-01 0.29416 2012-05-01 0.40109 2012-06-01 0.06845 2012-07-01 0.29404 2012-08-01 0.12353 2012-09-01 0.12206 2012-10-01 0.27975 2012-11-01 0.16324 2012-12-01 0.10198 2013-01-01 0.00000 2013-02-01 0.39309 2013-03-01 0.13140 2013-04-01 0.05046 2013-05-01 0.44729 2013-06-01 0.14643 2013-07-01 0.15725 2013-08-01 0.15467 2013-09-01 0.34294 2013-10-01 0.33447 2013-11-01 0.52863 2013-12-01 0.28466 2014-01-01 0.05714 2014-02-01 0.10658 2014-03-01 0.35734 2014-04-01 0.24487 2014-05-01 0.05848 2014-06-01 0.27279 2014-07-01 0.11911 2014-08-01 0.05561 2014-09-01 0.00000 2014-10-01 0.30463 2014-11-01 0.19299 2014-12-01 0.24326 2015-01-01 0.06764 2015-02-01 0.12186 2015-03-01 0.11623 2015-04-01 0.06794 2015-05-01 0.23314 2015-06-01 0.40816 2015-07-01 0.35712 2015-08-01 1.23444 2015-09-01 0.58654 2015-10-01 0.39553 2015-11-01 0.21094 2015-12-01 0.29796 2016-01-01 0.50688 2016-02-01 0.50967 2016-03-01 0.51679 2016-04-01 0.36528 2016-05-01 0.48541 2016-06-01 0.76717 2016-07-01 0.35830 2016-08-01 0.20476 2016-09-01 0.92883 2016-10-01 0.39649 2016-11-01 2.63986 2016-12-01 0.79807 2017-01-01 2.17804 2017-02-01 0.33159 2017-03-01 0.47507 2017-04-01 1.53821 2017-05-01 0.29013 2017-06-01 0.44061 2017-07-01 0.44160 2017-08-01 0.82558 2017-09-01 0.25864 2017-10-01 0.80510 2017-11-01 0.49162 2017-12-01 1.09094 2018-01-01 0.84083 2018-02-01 0.49085 2018-03-01 6.23060 2018-04-01 5.20052 2018-05-01 2.93413 2018-06-01 3.62529 2018-07-01 3.52619 2018-08-01 3.26729 2018-09-01 3.85198 2018-10-01 5.70544 2018-11-01 4.56260 2018-12-01 10.71611 2019-01-01 6.35904 2019-02-01 3.26051 2019-03-01 2.94624 2019-04-01 1.55428 2019-05-01 6.42489 2019-06-01 5.95089 2019-07-01 2.89401 2019-08-01 12.58698 2019-09-01 4.53642 2019-10-01 3.08259 2019-11-01 4.35053 2019-12-01 4.09276 2020-01-01 1.84593 2020-02-01 1.00453 2020-03-01 1.96477 2020-04-01 1.40615 2020-05-01 1.25406 2020-06-01 0.74471 2020-07-01 0.15555 2020-08-01 0.65212 2020-09-01 0.00000 2020-10-01 0.85974 2020-11-01 1.07069 2020-12-01 0.50881 2021-01-01 1.02918 2021-02-01 0.16075 2021-03-01 0.32044 2021-04-01 0.16128 2021-05-01 0.15337 2021-06-01 0.17017 2021-07-01 0.00000 2021-08-01 0.34458 2021-09-01 0.50677 2021-10-01 0.32269 2021-11-01 0.00000 2021-12-01 0.14909 2022-01-01 0.87223 2022-02-01 0.00000 2022-03-01 0.26802 2022-04-01 0.00000 2022-05-01 0.45428 2022-06-01 0.00000 2022-07-01 0.00000 2022-08-01 0.00000 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 0.88804 2023-03-01 0.00000 2023-04-01 0.63768 2023-05-01 0.00000 2023-06-01 0.00000 2023-07-01 0.00000 2023-08-01 0.00000 2023-09-01 0.00000 2023-10-01 0.17123 2023-11-01 0.22078 2023-12-01 0.00000 2024-01-01 0.00000 2024-02-01 0.38037 2024-03-01 0.00000 2024-04-01 0.50364 2024-05-01 0.31519