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V-Lab

Asset Classes GARCH-DCC-NL Correlation Analysis

Average correlation for Wednesday, May 20th, 2026

Average Correlation

0.1490

unchanged at 0.0000

Max Correlation

0.8333

unchanged at 0.0000

1st Factor

0.4614

unchanged at 0.0000

Analysis last updated: Thursday, May 21, 2026 at 11:41 AM UTC

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May 20, 2024 – May 20, 2026