Observations

Jul 2026: 0.21078

Updated: Aug 11, 2026 8:02 AM CDT

Units:

Index,

Not Seasonally Adjusted

Frequency:

Monthly

Notes

Title	Release Dates

Equity Market Volatility Tracker: Macroeconomic News and Outlook: Consumer Spending And Sentiment	2019-10-09	2026-08-11

Source

Baker, Scott R.	2019-10-09	2026-08-11
Bloom, Nick	2019-10-09	2026-08-11
Davis, Steven J.	2019-10-09	2026-08-11

Release

Economic Policy Uncertainty	2019-10-09	2026-08-11

Units

Index	2019-10-09	2026-08-11

Frequency

Monthly	2019-10-09	2026-08-11

Seasonal Adjustment

Not Seasonally Adjusted	2019-10-09	2026-08-11

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	2026-08-11

Release Tables

Economic Policy Uncertainty