Equity Sectors GARCH-DCC Correlation Analysis
Average correlation for Friday, June 5th, 2026
Average Correlation
0.2543
decreased by 0.0100
Max Correlation
0.7251
unchanged at 0.0000
1st Factor
0.4185
decreased by 0.0100
Analysis last updated: Saturday, June 6, 2026 at 12:04 AM UTC
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Jun 5, 2024 – Jun 5, 2026