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Equity Sectors GARCH-DCC-NL Correlation Analysis

Average correlation for Wednesday, May 13th, 2026

Average Correlation

0.3341

decreased by 0.0100

Max Correlation

0.7687

unchanged at 0.0000

1st Factor

0.4732

decreased by 0.0100

Analysis last updated: Thursday, May 14, 2026 at 12:12 AM UTC

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May 13, 2024 – May 13, 2026