Observations

Jun 2025: 0.45100

Updated: Jul 4, 2025 8:02 AM CDT

Units:

Index,

Not Seasonally Adjusted

Frequency:

Monthly

Notes

Title	Release Dates

Equity Market Volatility Tracker: Financial Crises	2019-10-09	2025-07-04

Source

Baker, Scott R.	2019-10-09	2025-07-04
Bloom, Nick	2019-10-09	2025-07-04
Davis, Steven J.	2019-10-09	2025-07-04

Release

Economic Policy Uncertainty	2019-10-09	2025-07-04

Units

Index	2019-10-09	2025-07-04

Frequency

Monthly	2019-10-09	2025-07-04

Seasonal Adjustment

Not Seasonally Adjusted	2019-10-09	2025-07-04

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	2025-07-04

Release Tables

Economic Policy Uncertainty