| PFA | MADGAP | VARGAP | GARCHGAP | FC | LR | TAR | MBR | LV | AV | CR |
PFA | 1.000 | - | - | - | - | - | - | - | - | - | - |
MADGAP | −0.027 | 1.000 | - | - | - | - | - | - | - | - | - |
VARGAP | −0.026 | 0.989 | 1.000 | - | - | - | - | - | - | - | - |
GARCHGAP | 0.024 | 0.428 | 0.440 | 1.000 | - | - | - | - | - | - | - |
FC | 0.212 | −0.129 | −0.129 | −0.042 | 1.000 | - | - | - | - | - | - |
LR | −0.177 | −0.069 | −0.073 | −0.102 | −0.092 | 1.000 | - | - | - | - | - |
TAR | 0.119 | −0.095 | −0.093 | −0.016 | −0.200 | 0.191 | 1.000 | - | - | - | - |
MBR | −0.023 | −0.077 | −0.078 | −0.025 | 0.057 | −0.008 | −0.016 | 1.000 | - | - | - |
LV | 0.102 | −0.075 | −0.087 | −0.036 | −0.060 | 0.126 | 0.235 | 0.047 | 1.000 | - | - |
AV | −0.075 | −0.124 | −0.117 | −0.044 | −0.045 | 0.069 | 0.085 | −0.079 | 0.055 | 1.000 | - |
CR | −0.063 | −0.040 | −0.024 | 0.019 | −0.078 | 0.167 | 0.116 | 0.088 | 0.120 | 0.051 | 1.000 |