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