Equity Market Volatility Tracker: Monetary Policy
This dataset tracks equity market volatility tracker: monetary policy over time.
Latest Value
5.17
Year-over-Year Change
-2.48%
Date Range
1/1/1985 - 7/1/2025
Summary
The Equity Market Volatility Tracker: Monetary Policy measures daily fluctuations in U.S. equity markets related to Federal Reserve monetary policy announcements and decisions.
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 index tracks how equity market volatility responds to monetary policy actions and communications from the Federal Reserve. It provides insights into how investors interpret and react to Fed policy.
Methodology
The index is calculated using high-frequency financial data on U.S. equity returns.
Historical Context
The index is used by analysts and policymakers to understand the market impact of monetary policy.
Key Facts
- The index has been calculated since 2008.
- Higher index values indicate greater equity market volatility around Fed policy events.
- The index provides near real-time insights on the market's policy expectations.
FAQs
Q: What does this economic trend measure?
A: The Equity Market Volatility Tracker: Monetary Policy measures daily fluctuations in U.S. equity markets related to Federal Reserve monetary policy announcements and decisions.
Q: Why is this trend relevant for users or analysts?
A: This index provides insights into how investors interpret and react to Fed policy, which is crucial for understanding the market impact of monetary decisions.
Q: How is this data collected or calculated?
A: The index is calculated using high-frequency financial data on U.S. equity returns.
Q: How is this trend used in economic policy?
A: The index is used by analysts and policymakers to understand the market impact of monetary policy actions and communications.
Q: Are there update delays or limitations?
A: The index is calculated in near real-time, providing timely insights on the market's policy expectations.
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Citation
U.S. Federal Reserve, Equity Market Volatility Tracker: Monetary Policy (EMVMONETARYPOL), retrieved from FRED.