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
Displaying all assets in dataset
No assets selected
/
No assets selected
May 22, 2024 – May 22, 2026