Asset Classes GARCH-DCC Correlation Analysis
Average correlation for Wednesday, May 13th, 2026
Average Correlation
0.1708
unchanged at 0.0000
Max Correlation
0.8451
decreased by 0.0200
1st Factor
0.4923
unchanged at 0.0000
Analysis last updated: Thursday, May 14, 2026 at 11:32 AM UTC
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May 13, 2024 – May 13, 2026