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V-Lab

US Equity Market Capitalizations GJR-DCC Correlation Analysis

Average correlation for Friday, July 17th, 2026

Average Correlation

0.7899

decreased by 0.0200

Max Correlation

0.8883

decreased by 0.0100

1st Factor

0.8430

decreased by 0.0100

Analysis last updated: Friday, July 17, 2026 at 11:32 PM UTC

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IWMIWCIWRSPYIWMIWCIWRSPY
Jul 17, 2024 – Jul 17, 2026