Skip to main content
V-Lab

Equity Sectors GARCH-DCC Correlation Analysis

Average correlation for Monday, June 8th, 2026

Average Correlation

0.2399

decreased by 0.0100

Max Correlation

0.7324

increased by 0.0100

1st Factor

0.4006

decreased by 0.0200

Analysis last updated: Tuesday, June 9, 2026 at 11:15 PM UTC

Displaying all assets in dataset

No assets selected

/

No assets selected

XLISPXXLBXLYXLFXLVXLUXLKXLPXLEXLISPXXLBXLYXLFXLVXLUXLKXLPXLE
Jun 10, 2024 – Jun 10, 2026