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Equity Sectors GARCH-DCC-NL Correlation Analysis

Average correlation for Tuesday, June 23rd, 2026

Average Correlation

0.2694

unchanged at 0.0000

Max Correlation

0.7794

unchanged at 0.0000

1st Factor

0.4290

unchanged at 0.0000

Analysis last updated: Wednesday, June 24, 2026 at 12:05 AM UTC

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XLIXLBSPXXLYXLFXLVXLKXLUXLPXLEXLIXLBSPXXLYXLFXLVXLKXLUXLPXLE
Jun 24, 2024 – Jun 24, 2026