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V-Lab

Asset Classes GARCH-DCC Correlation Analysis

Average correlation for Wednesday, May 20th, 2026

Average Correlation

0.1652

unchanged at 0.0000

Max Correlation

0.8414

unchanged at 0.0000

1st Factor

0.5076

unchanged at 0.0000

Analysis last updated: Thursday, May 21, 2026 at 11:40 AM UTC

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May 20, 2024 – May 20, 2026