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