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V-Lab

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