Observations

May 2026: 0.69051

Updated: Jun 2, 2026 8:03 AM CDT

Units:

Index,

Not Seasonally Adjusted

Frequency:

Monthly

Notes

Title	Release Dates

Equity Market Volatility Tracker: Competition Matters	2019-10-09	2026-06-02

Source

Baker, Scott R.	2019-10-09	2026-06-02
Bloom, Nick	2019-10-09	2026-06-02
Davis, Steven J.	2019-10-09	2026-06-02

Release

Economic Policy Uncertainty	2019-10-09	2026-06-02

Units

Index	2019-10-09	2026-06-02

Frequency

Monthly	2019-10-09	2026-06-02

Seasonal Adjustment

Not Seasonally Adjusted	2019-10-09	2026-06-02

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)	2019-10-09	2026-06-02

Release Tables

Economic Policy Uncertainty