Equity Market Volatility Tracker: Financial Regulation

Observations

Feb 2025: 1.09711

Updated: Mar 5, 2025 8:02 AM CST

Units:

Index,

Not Seasonally Adjusted

Frequency:

Monthly

Notes

Title	Release Dates

Equity Market Volatility Tracker: Financial Regulation	2019-10-09	2025-03-05

Source

Baker, Scott R.	2019-10-09	2025-03-05
Bloom, Nick	2019-10-09	2025-03-05
Davis, Stephen J.	2019-10-09	2025-03-05

Release

Economic Policy Uncertainty	2019-10-09	2025-03-05

Units

Index	2019-10-09	2025-03-05

Frequency

Monthly	2019-10-09	2025-03-05

Seasonal Adjustment

Not Seasonally Adjusted	2019-10-09	2025-03-05

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	2025-03-05