Equity Sectors GARCH-DCC Correlation Analysis
Average correlation for Friday, May 15th, 2026
Average Correlation
0.3158
unchanged at 0.0000
Max Correlation
0.7579
decreased by 0.0200
1st Factor
0.4592
unchanged at 0.0000
Analysis last updated: Saturday, May 16, 2026 at 12:10 AM UTC
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May 15, 2024 – May 15, 2026