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US Global Economic Policy Uncertainty held to 241.69 in June 2026, released July 2026.
Sigmacast track record will appear here once this indicator has been released 3+ times since Sigmanomics began tracking.
Sigmacast Σ-direction model: consensus + ½ × mean(surprise, trailing 90d).
| Symbol | Direction | Correlation | Asset Class | Co-movement | Action |
|---|---|---|---|---|---|
| AUD/USD | ▼ Inverse | −0.68 | FOREX | Moves against | → View |
| USD/CHF | ▲ Direct | +0.64 | FOREX | Moves with | → View |
| XAU/USD | ▼ Inverse | −0.63 | COMMODITIES | Moves against | → View |
| EUR/USD | ▼ Inverse | −0.62 | FOREX | Moves against | → View |
| USD/CAD | ▲ Direct | +0.54 | FOREX | Moves with | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
Global Economic Policy Uncertainty (United States) was reported at 241.69 (index) in June 2026. The reading was unchanged from the previous release. Over the past 12 months, the indicator has averaged 339.83 (index), ranging from 241.69 (index) to 446.04 (index) across 9 releases. This is classified as a medium-impact indicator released on a monthly basis.
The indicator has been trending downward over the last three releases. The trailing three releases averaged 281.91 (index), down from the prior three at 379.74 (index). Volatility over the past year (σ 54.40 (index)) is lower than the prior year (σ 96.23 (index)). In July readings over the past 3 years, Global Economic Policy Uncertainty has averaged 292.53 (index).
Historically, this indicator is negatively correlated with AUD/USD (Bearish AUD). A secondary relationship exists with USD/CHF, positively correlated (Bullish USD).
Same-country events in the next 14 days include Import Prices MoM (Oct 16) and Export Prices MoM (Oct 16).
Auto-generated from current model state · Refreshes on each release · Last update July 2026.
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| Wednesday, October 14, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | Inflation Rate YoY | 3.7 | 3.4 | 3.6 | 3.65 | High | |
| 12:30 | Core Inflation Rate YoY | 2.6 | 2.4 | 2.5 | 2.55 | High | |
| 12:30 | CPI s.a | 336.3 | 334.13 | 335.8 | 336.05 | High | |
| 12:30 | Core Inflation Rate MoM | 0.3 | 0.3 | 0.2 | 0.25 | High | |
| 12:30 | Inflation Rate MoM | 0.6 | 0.4 | 0.6 | 0.60 | High | |
| 12:30 | Inflation Rate | 336.94 | 334.98 | 336.65 | 336.79 | High | |
| 20:30 | API Crude Oil Stock Change | -11.1 | -2.09 | 1.9 | -4.60 | Medium | |
| 21:00 | API Crude Oil Stock Change | -11.1 | -2.09 | 1.9 | -4.60 | Medium | |
| Thursday, October 15, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Producer Price Index YoY | 6.3 | 5.6 | 5.3 | 5.80 | Low | |
| 12:30 | Philadelphia Fed Manufacturing Index | 20.9 | 37.8 | 28.4 | 33.63 | Medium | |
| 12:30 | NY Empire State Manufacturing Index | 25.5 | 7.6 | 10.3 | 17.90 | High | |
| 12:30 | Core PPI YoY | 5 | 4.8 | 4.4 | 4.70 | Low | |
| 12:30 | Continuing Jobless Claims | 1710 | 1714 | 1710 | 1706.25 | High | |
| 12:30 | PPI Ex Food, Energy and Trade YoY | 5 | 4.8 | 4.7 | 4.85 | Low | |
| 12:30 | Producer Price Index MoM | 1.3 | 0.5 | 0.5 | 0.90 | High | |
| 12:30 | PPI Ex Food, Energy and Trade MoM | 0.5 | 0.3 | 0.3 | 0.40 | Low | |
| 12:30 | Initial Jobless Claims | 199 | 198 | 200 | 197.50 | High | |
| 12:30 | Producer Price Index | 159.78 | 157.411 | 159.1 | 159.44 | Low | |
| 12:30 | Jobless Claims 4-Week Average | 198.5 | 198.25 | 199 | 198.44 | High | |
| 12:30 | Core PPI MoM | 0.7 | 0.2 | 0.3 | 0.50 | Medium | |
| 12:30 | Retail Sales MoM | 0.1 | 1.2 | 0.3 | 0.25 | High | |
| 12:30 | Retail Sales Ex Autos MoM | 0.9 | 1.4 | 0.5 | 0.57 | High | |
| 12:30 | Retail Sales Ex Gas/Autos MoM | 0.2 | 1.1 | 0.2 | 0.23 | High | |
| 12:30 | Retail Sales YoY | 6.3 | 5.6 | 5.2 | 5.47 | High | |
| 14:00 | Business Inventories MoM | 0.4 | 0.9 | 0.4 | 0.40 | Medium | |
| 14:00 | Retail Inventories Ex Autos MoM | 0 | 0.8 | 0.1 | 0.05 | Low | |
| 14:30 | EIA Natural Gas Stocks Change | 67 | 85 | 76 | 73.25 | Low | |
| 15:00 | Atlanta Fed GDPNow | 3.6 | 3.6 | 3.6 | 3.70 | Medium | |
| 16:00 | EIA Gasoline Stocks Change | 3.518 | 0.382 | -0.5 | 1.51 | Medium | |
| 16:00 | EIA Crude Oil Stocks Change | -8.557 | -3.186 | -0.3 | -4.43 | Medium | |
| 16:00 | EIA Distillate Stocks Change | -2.527 | -0.042 | -1.6 | -2.06 | Low | |