Equity Market Volatility Tracker: Litigation Matters

EMVLITGMAT • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

3.99

Year-over-Year Change

126.06%

Date Range

1/1/1985 - 7/1/2025

Summary

The Equity Market Volatility Tracker: Litigation Matters (EMVLITGMAT) is a key metric that measures the level of uncertainty and risk in the U.S. equity markets driven by major legal proceedings and corporate lawsuits.

Analysis & Context

This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.

Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.

About This Dataset

The EMVLITGMAT index tracks volatility in the equity markets specifically attributable to high-profile litigation and legal disputes involving public companies. It provides insight into how such legal matters impact investor sentiment and stock price fluctuations.

Methodology

The data is calculated by the U.S. Federal Reserve using a proprietary model that analyzes news coverage, court filings, and market reactions.

Historical Context

This metric is closely monitored by policymakers, analysts, and investors to gauge the potential economic impacts of major legal events.

Key Facts

  • The EMVLITGMAT index reached an all-time high in 2020 due to the COVID-19 pandemic.
  • Sectors with the highest litigation-driven volatility include technology, pharmaceuticals, and financial services.
  • The index has a strong positive correlation with the CBOE Volatility Index (VIX).

FAQs

Q: What does this economic trend measure?

A: The Equity Market Volatility Tracker: Litigation Matters (EMVLITGMAT) measures the level of uncertainty and risk in the U.S. equity markets driven by major legal proceedings and corporate lawsuits.

Q: Why is this trend relevant for users or analysts?

A: This metric provides valuable insight into how high-profile legal disputes can impact investor sentiment and stock price fluctuations, making it an important tool for policymakers, analysts, and investors.

Q: How is this data collected or calculated?

A: The data is calculated by the U.S. Federal Reserve using a proprietary model that analyzes news coverage, court filings, and market reactions.

Q: How is this trend used in economic policy?

A: The EMVLITGMAT index is closely monitored by policymakers to gauge the potential economic impacts of major legal events and inform policy decisions.

Q: Are there update delays or limitations?

A: The EMVLITGMAT data is released on a monthly basis, with a slight delay due to the time required to analyze the underlying information.

Related Trends

Citation

U.S. Federal Reserve, Equity Market Volatility Tracker: Litigation Matters (EMVLITGMAT), retrieved from FRED.