VIX, Economic Policy Uncertainty, and Geopolitical Risk:
Figure 1: VIX (blue, left scale), and Economic Policy Uncertainty index, 7 day centered moving average (pink, right scale). Source: CBOE via FRED, policyuncertainty.com.
Note that the EPU has not been released for about a week.
Figure 2: VIX (blue, left scale), and Geopolitical Risk index – Threats (red, right scale). Source: CBOE via FRED, Caldara and Iacoviello.
Figure 3: VIX (blue, left scale), and Geopolitical Risk index – Acts (red, right scale). Source: CBOE via FRED, Caldara and Iacoviello.
