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V-Lab

Asset Classes GARCH-DCC-NL Correlation Analysis

Average correlation for Thursday, May 21st, 2026

Average Correlation

0.1524

unchanged at 0.0000

Max Correlation

0.8366

unchanged at 0.0000

1st Factor

0.4676

increased by 0.0100

Analysis last updated: Friday, May 22, 2026 at 11:32 AM UTC

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May 22, 2024 – May 22, 2026