A Market-Based Artificial Intelligence Uncertainty Index

Published: 9 October 2026| Version 1 | DOI: 10.17632/8f6k98v9p8.1
Contributors:
Erwin Hansen,

Description

The workbook reports the Market-based Artificial Intelligence Uncertainty (AIU) Index. The monthly series contains 174 observations from January 2012 to June 2026, and the quarterly series contains 58 observations from 2012Q1 to 2026Q2. AIU is estimated using a Bayesian dynamic factor model applied to firm-level realized volatility for a panel of AI-related firms. It is reported in its original estimated scale, without standardization. For methodological details, see Hansen and Pastén-Henríquez (2026), “Measuring Artificial Intelligence Uncertainty: A Market-Based Index,” SSRN Working Paper, abstract ID 7403692.

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Categories

Artificial Intelligence, Financial Market, Economic Uncertainty

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Article
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7403692
cites this dataset

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