Equity Market Volatility Tracker: Macroeconomic News and Outlook: Interest Rates
EMVMACROINTEREST • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
6.58
Year-over-Year Change
2.71%
Date Range
1/1/1985 - 7/1/2025
Summary
The Equity Market Volatility Tracker: Macroeconomic News and Outlook: Interest Rates is a measure of U.S. equity market volatility driven by macroeconomic news and outlooks related to interest rates. It is a key indicator for economists and policymakers monitoring financial market stability.
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
This volatility index tracks the impact of interest rate-related macroeconomic news and outlooks on U.S. equity market uncertainty. It provides insights into how changing monetary policy expectations influence overall stock market risk perceptions.
Methodology
The data is calculated using an econometric model that analyzes equity market movements in response to interest rate-focused macroeconomic announcements and commentary.
Historical Context
Analysts and policymakers use this index to assess the market's sensitivity to interest rate signals and monetary policy changes.
Key Facts
- The index has a historical average value of 100.
- Higher index values indicate greater equity market volatility.
- The index reached a peak during the 2008 financial crisis.
FAQs
Q: What does this economic trend measure?
A: The Equity Market Volatility Tracker measures the impact of interest rate-related macroeconomic news and outlooks on U.S. equity market uncertainty.
Q: Why is this trend relevant for users or analysts?
A: This index provides insights into how changing monetary policy expectations influence overall stock market risk perceptions, which is crucial for financial market analysis and economic policymaking.
Q: How is this data collected or calculated?
A: The data is calculated using an econometric model that analyzes equity market movements in response to interest rate-focused macroeconomic announcements and commentary.
Q: How is this trend used in economic policy?
A: Analysts and policymakers use this index to assess the market's sensitivity to interest rate signals and monetary policy changes, which informs their decisions and forecasts.
Q: Are there update delays or limitations?
A: The index is updated regularly, but there may be some publication delays due to the time required for data collection and analysis.
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Citation
U.S. Federal Reserve, Equity Market Volatility Tracker: Macroeconomic News and Outlook: Interest Rates (EMVMACROINTEREST), retrieved from FRED.