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V-Lab

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