Equity Market Volatility Tracker: Overall
EMVOVERALLEMV • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
34.31
Year-over-Year Change
68.82%
Date Range
1/1/1985 - 7/1/2025
Summary
The Equity Market Volatility Tracker: Overall measures the level of volatility across U.S. equity markets. This key indicator provides insight into investor sentiment and risk appetite.
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 overall market volatility by measuring the standard deviation of daily equity returns over a 12-month rolling window. It serves as a barometer of uncertainty and risk in financial markets.
Methodology
The data is calculated by the U.S. Federal Reserve using market return information.
Historical Context
The Equity Market Volatility Tracker is widely used by policymakers, analysts, and investors to assess current market conditions and inform economic and financial decision-making.
Key Facts
- The index has a long-term average around 1.5.
- Elevated volatility levels signal heightened market risk and uncertainty.
- Volatility spikes are often associated with major economic or geopolitical events.
FAQs
Q: What does this economic trend measure?
A: The Equity Market Volatility Tracker measures the overall level of volatility across U.S. equity markets, providing insight into investor sentiment and risk appetite.
Q: Why is this trend relevant for users or analysts?
A: This key indicator is widely used by policymakers, analysts, and investors to assess current market conditions and inform economic and financial decision-making.
Q: How is this data collected or calculated?
A: The data is calculated by the U.S. Federal Reserve using market return information.
Q: How is this trend used in economic policy?
A: The Equity Market Volatility Tracker is used by policymakers, analysts, and investors to assess current market conditions and inform economic and financial decision-making.
Q: Are there update delays or limitations?
A: The data is released regularly by the U.S. Federal Reserve with no significant update delays.
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Citation
U.S. Federal Reserve, Equity Market Volatility Tracker: Overall (EMVOVERALLEMV), retrieved from FRED.