Graph and download economic data for Equity Market Volatility Tracker: Overall (EMVOVERALLEMV) from Jan 1985 to Jun 2025 about volatility, uncertainty, equity, and USA.

Stock price volatility in United States was reported at 24.99 in 2021, according to the World Bank collection of development indicators, compiled from officially recognized sources. United States - Stock price volatility - actual values, historical data, forecasts and projections were sourced from the World Bank on July of 2025.

Graph and download economic data for CBOE S&P 500 3-Month Volatility Index (VXVCLS) from 2007-12-04 to 2025-07-10 about VIX, volatility, 3-month, stock market, and USA.

Interactive historical chart showing the daily level of the CBOE VIX Volatility Index back to 1990. The VIX index measures the expectation of stock market volatility over the next 30 days implied by S&P 500 index options.

Graph and download economic data for CBOE Volatility Index: VIX (VIXCLS) from 1990-01-02 to 2025-07-10 about VIX, volatility, stock market, and USA.

Graph and download economic data for Equity Market Volatility Tracker: Elections And Political Governance (EMVELECTGOVRN) from Jan 1985 to Jun 2025 about political, volatility, uncertainty, equity, government, and USA.

This paper investigates the joint time series behavior of monthly stock returns and growth in industrial production. We find that stock returns are well characterized by year-long episodes of high volatility, separated by longer quiet periods. Real output growth, on the other hand, is subject to abrupt changes in the mean associated with economic recessions. We study a bivariate model in which these two changes are driven by related unobserved variables, and conclude that economic recessions are the primary factor that drives fluctuations in the volatility of stock returns. This framework proves useful both for forecasting stock volatility and for identifying and forecasting economic turning points.

United States New York Stock Exchange: Index: S&P 500 Low Volatility Index data was reported at 11,714.230 NA in Apr 2025. This records a decrease from the previous number of 12,005.570 NA for Mar 2025. United States New York Stock Exchange: Index: S&P 500 Low Volatility Index data is updated monthly, averaging 8,299.190 NA from Aug 2013 (Median) to Apr 2025, with 141 observations. The data reached an all-time high of 12,041.730 NA in Nov 2024 and a record low of 4,936.030 NA in Aug 2013. United States New York Stock Exchange: Index: S&P 500 Low Volatility Index data remains active status in CEIC and is reported by Exchange Data International Limited. The data is categorized under Global Database’s United States – Table US.EDI.SE: New York Stock Exchange: S&P: Monthly.

Graph and download economic data for Equity Market Volatility Tracker: Macroeconomic News and Outlook: Interest Rates (EMVMACROINTEREST) from Jan 1985 to Jun 2025 about volatility, uncertainty, equity, interest rate, interest, rate, and USA.

Hong Kong SAR (China) Hong Kong Stock Exchange: Index: HSI Volatility Index data was reported at 30.350 NA in Feb 2025. This records an increase from the previous number of 24.590 NA for Jan 2025. Hong Kong SAR (China) Hong Kong Stock Exchange: Index: HSI Volatility Index data is updated monthly, averaging 20.310 NA from Jan 2012 (Median) to Feb 2025, with 158 observations. The data reached an all-time high of 40.890 NA in Mar 2020 and a record low of 11.680 NA in Apr 2017. Hong Kong SAR (China) Hong Kong Stock Exchange: Index: HSI Volatility Index data remains active status in CEIC and is reported by Exchange Data International Limited. The data is categorized under Global Database’s Hong Kong SAR (China) – Table HK.EDI.SE: Hong Kong Stock Exchange: Monthly.

New York Stock Exchange: Index: MSCI US Minimum Volatility USD Index data was reported at 4,322.983 NA in Apr 2025. This records a decrease from the previous number of 4,379.978 NA for Mar 2025. New York Stock Exchange: Index: MSCI US Minimum Volatility USD Index data is updated monthly, averaging 2,573.126 NA from Jan 2012 (Median) to Apr 2025, with 160 observations. The data reached an all-time high of 4,412.687 NA in Feb 2025 and a record low of 1,293.089 NA in Jan 2012. New York Stock Exchange: Index: MSCI US Minimum Volatility USD Index data remains active status in CEIC and is reported by Exchange Data International Limited. The data is categorized under Global Database’s United States – Table US.EDI.SE: New York Stock Exchange: MSCI: Monthly.

Graph and download economic data for Equity Market Volatility Tracker: Macroeconomic News and Outlook: Consumer Spending And Sentiment (EMVMACROCONSUME) from Jan 1985 to May 2025 about volatility, uncertainty, equity, PCE, consumption expenditures, consumption, personal, and USA.

Stock price volatility in United Kingdom was reported at 22.02 in 2021, according to the World Bank collection of development indicators, compiled from officially recognized sources. United Kingdom - Stock price volatility - actual values, historical data, forecasts and projections were sourced from the World Bank on July of 2025.

Stock price volatility in India was reported at 20.59 in 2021, according to the World Bank collection of development indicators, compiled from officially recognized sources. India - Stock price volatility - actual values, historical data, forecasts and projections were sourced from the World Bank on June of 2025.

United States New York Stock Exchange: Index: S&P 500 Low Volatility Rate Response Index data was reported at 15,010.370 NA in Apr 2025. This records a decrease from the previous number of 15,351.940 NA for Mar 2025. United States New York Stock Exchange: Index: S&P 500 Low Volatility Rate Response Index data is updated monthly, averaging 9,846.140 NA from Aug 2013 (Median) to Apr 2025, with 141 observations. The data reached an all-time high of 15,392.760 NA in Nov 2024 and a record low of 5,319.650 NA in Aug 2013. United States New York Stock Exchange: Index: S&P 500 Low Volatility Rate Response Index data remains active status in CEIC and is reported by Exchange Data International Limited. The data is categorized under Global Database’s United States – Table US.EDI.SE: New York Stock Exchange: S&P: Monthly.

United States New York Stock Exchange: Index: S&P 500 Low Volatility High Dividend Index data was reported at 7,794.730 NA in Apr 2025. This records a decrease from the previous number of 8,235.430 NA for Mar 2025. United States New York Stock Exchange: Index: S&P 500 Low Volatility High Dividend Index data is updated monthly, averaging 6,738.900 NA from Aug 2013 (Median) to Apr 2025, with 141 observations. The data reached an all-time high of 8,512.730 NA in Nov 2024 and a record low of 4,526.760 NA in Aug 2013. United States New York Stock Exchange: Index: S&P 500 Low Volatility High Dividend Index data remains active status in CEIC and is reported by Exchange Data International Limited. The data is categorized under Global Database’s United States – Table US.EDI.SE: New York Stock Exchange: S&P: Monthly.

Graph and download economic data for Equity Market Volatility Tracker: Litigation Matters (EMVLITGMAT) from Jan 1985 to May 2025 about volatility, uncertainty, equity, and USA.

This study uses a disaggregated approach to study the volatility of common stocks at the market, industry, and firm levels. Over the period from 1962 to 1997 there has been a noticeable increase in firm-level volatility relative to market volatility. Accordingly, correlations among individual stocks and the explanatory power of the market model for a typical stock have declined, whereas the number of stocks needed to achieve a given level of diversification has increased. All the volatility measures move together countercyclically and help to predict GDP growth. Market volatility tends to lead the other volatility series. Factors that may be responsible for these findings are suggested. Copyright The American Finance Association 2001.

United States New York Stock Exchange: Index: MSCI US Minimum Volatility USD Index Net Total Return data was reported at 6,497.927 NA in Apr 2025. This records a decrease from the previous number of 6,578.070 NA for Mar 2025. United States New York Stock Exchange: Index: MSCI US Minimum Volatility USD Index Net Total Return data is updated monthly, averaging 3,533.788 NA from Jan 2012 (Median) to Apr 2025, with 160 observations. The data reached an all-time high of 6,620.462 NA in Feb 2025 and a record low of 1,579.304 NA in Jan 2012. United States New York Stock Exchange: Index: MSCI US Minimum Volatility USD Index Net Total Return data remains active status in CEIC and is reported by Exchange Data International Limited. The data is categorized under Global Database’s United States – Table US.EDI.SE: New York Stock Exchange: MSCI: Monthly.

Stock market volatility is a measure of risk in investment and it plays a key role in securities pricing and risk management. The paper empirically analyzes the relationship between India VIX and volatility in Indian stock market. India VIX is a measure of implied volatility which reflects markets’ expectation of future short-term stock market volatility. It is a volatility index based on the index option prices of Nifty. The study is based on time series data comprising of daily closing values of CNX Nifty 50 index comprising of 1656 observations from March 2009 to December 2015. The results of the study reveal that India VIX has predictive power for future short-term stock market volatility. It has higher forecasting ability for upward stock market movements as compared to downward movements. Therefore, it is more a bullish indicator. Moreover, the accuracy of forecasts provided by India VIX is higher for low magnitude future price changes relative to higher stock price movements. The current value of India VIX is found to be affected by past period volatility up to one month and it has forecasting ability for next one-month’s volatility which means the volatility in the Indian stock markets can be forecasted for up to 60 days period.