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Equity Sectors GARCH-DCC-NL Correlation Analysis

Average correlation for Tuesday, March 24th, 2026

Average Correlation

0.3792

unchanged at 0.0000

Max Correlation

0.7826

unchanged at 0.0000

1st Factor

0.4761

unchanged at 0.0000

Analysis last updated: Wednesday, March 25, 2026 at 02:15 AM UTC

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SPXXLIXLBXLYXLKXLFXLVXLPXLUXLESPXXLIXLBXLYXLKXLFXLVXLPXLUXLE
Mar 25, 2024 – Mar 25, 2026