S&P-NASDAQ: 0.85, S&P-Russell: 0.88, S&P-International: 0.65, S&P-EM: 0.55
| source | CRSP historical 5Y rolling |
| derivation | data_calibrated |
| quality | calibrated |
| regulatory frameworks | NAIC C-3 |
| set | 2026-05-25 |
| last reviewed | 2026-05-25 |
| next review due | 2026-12-31 |
Used in multi-asset equity stochastic scenarios; calibrated to recent regime.