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GARCH-DCC CORRELATION PLOT BETWEEN US EQUITY MARKET CAPITALIZATIONS

Average Correlation for Friday, December 14, 2018: 0.94% (-0.01)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

US Equity Market Capitalizations Conditional Correlation Graph

Dataset Series

The US Equity Market Capitalizations dataset contains the series:
  • Russell 2000 Index
  • Russell Midcap Index
  • S&P 500 Index