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V-Lab

Asset Classes GJR-DCC Correlation Analysis

Average correlation for Thursday, May 7th, 2026

Average Correlation

0.1574

unchanged at 0.0000

Max Correlation

0.8673

increased by 0.0200

1st Factor

0.5117

increased by 0.0200

Analysis last updated: Friday, May 8, 2026 at 11:32 AM UTC

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May 7, 2024 – May 7, 2026