Observations

Aug 2026: 9.16537

Updated: Sep 18, 2026 8:03 AM CDT

Units:

Index,

Not Seasonally Adjusted

Frequency:

Monthly

Notes

Title	Release Dates

Equity Market Volatility Tracker: Policy Related	2019-10-15	2026-09-18

Source

Baker, Scott R.	2019-10-15	2026-09-18
Bloom, Nick	2019-10-15	2026-09-18
Davis, Steven J.	2019-10-15	2026-09-18

Release

Economic Policy Uncertainty	2019-10-15	2026-09-18

Units

Index	2019-10-15	2026-09-18

Frequency

Monthly	2019-10-15	2026-09-18

Seasonal Adjustment

Not Seasonally Adjusted	2019-10-15	2026-09-18

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)	2019-10-15	2026-09-18

Release Tables

Economic Policy Uncertainty