structure(list(y_High = c(1, 0.52284462381307, 0.769237804490072,
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0.437346792530305, 0.486939228522318, 0.365915132068192,
0.366956149713899, 0.193311650445247), EWJ.P5 = c(0.105548302298,
-0.10272965700888, 0.00861728770242395, -0.00114944992518017,
0.247228736128038, 0.326557263916526, 0.222754230356379,
0.281751285220782, 0.2996397813992, 0.298639625728844, 0.202367622861038,
0.0806220455944047, -0.0591601832419126), EWJ.P6 = c(0.105119514782628,
-0.0849583949714317, 0.0185329144883777, 0.050498752276506,
0.210552783281014, 0.387307086175443, 0.206286126002358,
0.238170638428562, 0.199137013732189, 0.3203177203706, 0.175115238942863,
0.16380014076889, -0.0277719264915061), EWJ.P7 = c(0.0453073021388557,
-0.0355800852620458, 0.010230193051766, 0.0369119121884645,
0.0825785014599144, 0.0855510760656762, 0.0835637051823488,
0.105972461551025, 0.102788647807727, 0.187132012243823,
0.115171933783893, -0.0271079173415519, -0.0274746877939691
), EWJ.P8 = c(0.225263201288374, -0.14221656074666, 0.0457655015740676,
-0.0258322290986102, 0.427029945579948, 0.600412572018819,
0.397446731264196, 0.398473136630882, 0.349583750203456,
0.463007492884456, 0.299497550268872, 0.368401169699482,
0.0914151490088255), EWJ.P9 = c(0.136842531040462, -0.0993673715085427,
0.0345020944982582, 0.0276340491274045, 0.273527463843426,
0.361635478829549, 0.251459559128175, 0.293421625977407,
0.324042839691366, 0.337024015510759, 0.276618260491423,
0.132888297979385, -0.012046438290244), EWJ.P10 = c(0.250990741135676,
-0.242548589975152, -0.0215494421400653, -0.345925583724904,
0.463204298201201, 0.379805515433103, 0.743850374453961,
0.673993572933146, 0.669030839390801, 1, 0.662071616455537,
0.328857228678916, 0.466635692990533), EWG.Lag1 = c(-0.112973457367362,
0.0822942585346857, -0.0083515631764973, 0.526900952051509,
-0.0188518184513795, 0.00482063564020835, -0.185597289080095,
-0.16117959924531, -0.186091949616437, -0.128574924926931,
-0.174649026221404, -0.0519621791531982, -0.241942301450646
), EWG.Lag2 = c(-0.0880326485796015, 0.0732893919943342,
0.00950060979525044, 0.387897485529562, -0.0666680287011539,
-0.014822251864415, -0.192508374399598, -0.15416648269785,
-0.167220660262513, -0.158914965306165, -0.202170772118921,
-0.0720966084118441, -0.176329373848071), EWG.Lag3 = c(-0.0803719074375688,
0.0646518700680633, 0.0114821208201095, 0.269648326483838,
-0.121794959283517, -0.0213469524504794, -0.16136109364544,
-0.133657366790745, -0.118098469078234, -0.131047902419088,
-0.12002880012833, -0.087876458288623, -0.142676726035335
), EWG.Lag4 = c(-0.0912583206338523, 0.0794548540262304,
-0.00588284133205231, 0.149301877141332, -0.147451372113228,
-0.0297435528341411, -0.143544029492261, -0.0968244855770464,
-0.134380791016073, -0.0963442992757264, -0.13708322256626,
-0.0851965253916176, -0.0998725075984432), EWG.Lag5 = c(-0.0878413931559876,
0.00888998282882959, -0.0193903887556184, 0.00118599787153956,
-0.194630877112547, -0.0433535108967198, -0.1705437375134,
-0.133898106557242, -0.115909265186332, -0.146268708367119,
-0.149497044680193, -0.0893522148755781, -0.118023023171738
), EWG.P1 = c(-0.0371841520713633, -0.07795726542374, -0.062539260804832,
-0.0333111444866914, 0.0129981351685979, 0.015885433037365,
0.104212638782493, 0.111477912418432, 0.103508890424311,
0.0727949386794126, 0.130980191862521, -0.00582836871572684,
0.0957074487634646), EWG.P2 = c(-0.0297244941179566, -0.098093570158792,
-0.0649813954673873, -0.152429842704776, -0.0131513175726123,
-0.0362617202177008, 0.17307658223011, 0.16500815605539,
0.153910012254519, 0.136551951255596, 0.21767194297438, -0.00912591432381617,
0.194333128409117), EWG.P3 = c(-0.177306497485761, 0.138374958317804,
0.00221332984293543, 0.73175896754357, -0.116002744752713,
-0.0155542967680099, -0.323831983462172, -0.26719453400888,
-0.291914157366025, -0.245214920122467, -0.304407703174808,
-0.122557983360424, -0.343768872749024), EWG.P4 = c(0.190427230032568,
-0.125252097699692, 0.0396991137345505, -0.0673114944381348,
0.650768985610459, 0.247965035608752, 0.424002913925095,
0.325556216654839, 0.415096774514741, 0.297836076331447,
0.408892881958065, 0.302015830732654, 0.229280815586321),
EWG.P5 = c(0.0981745122893209, -0.103833923833139, 0.00166095431411162,
-0.021075638416033, 0.257929483072538, 0.282052705719759,
0.221669415043949, 0.23046083839253, 0.316200907329648, 0.206136140149477,
0.238003995150114, 0.158821418831286, 0.0391849940815457),
EWG.P6 = c(0.119348631138642, -0.0925772974567481, 0.0219119439494785,
0.0544022438178669, 0.238251396431227, 0.52108338703829,
0.228748382856292, 0.206032940676773, 0.238434315530609,
0.219296463166383, 0.185010821459836, 0.360093224277514,
0.0499409854411404), EWG.P7 = c(0.0360284230628375, -0.050439161279797,
0.00830488535889297, 0.0438947357652542, 0.0995947085234199,
0.334664675401958, 0.0933825664325496, 0.0862655325890056,
0.10145146160819, 0.0849640896429375, 0.0284894072887891,
0.128847227964833, 0.0214440371162281), EWG.P8 = c(0.210227955095491,
-0.167936241836018, 0.0212105188961211, -0.113679508365062,
0.423245302166215, 0.598709455593141, 0.415373033959048,
0.371714494121741, 0.392437296644423, 0.389801350976424,
0.356804954132897, 0.457545853416409, 0.163321975015479),
EWG.P9 = c(0.124439589722836, -0.0969056962956594, 0.0241329756823627,
-0.0148387509091088, 0.266097923694627, 0.342950079819879,
0.240572021184161, 0.184844156840365, 0.259837042949623,
0.206789341171586, 0.183466037210653, 0.133975978014064,
0.0227157713193279), EWG.P10 = c(0.270511342803479, -0.216064781374194,
0.0109568583727757, -0.340849994214403, 0.450284175224949,
0.260961836399518, 0.738218044554685, 0.701156837833202,
0.828995202349676, 0.662071616455537, 1, 0.328974230311909,
0.565691929489326), VIX.Lag1 = c(0.0945046885236358, -0.0622690509559807,
-0.00265652025802362, -0.532784159822371, -0.116769405217141,
-0.0342474703670779, 0.14506280857851, 0.105504353790513,
0.112086363787519, 0.0965507854884891, 0.125214785993872,
-0.012573579884546, 0.2277327159061), VIX.Lag2 = c(0.0891748320771217,
-0.0689278312955687, -0.00396996688235431, -0.416586075307238,
-0.0463033340686871, -0.0228870905284603, 0.154392317007114,
0.135700413087404, 0.129873873551607, 0.140168482912925,
0.157145943753422, 0.0121650126667914, 0.189240357239906),
VIX.Lag3 = c(0.0383994702630361, -0.0790548007910768, -0.0390211770630212,
-0.295650689953981, 0.0248299904704649, -0.0180738779647492,
0.157439712167223, 0.145760815763991, 0.127539285031424,
0.123603159454959, 0.116956002007018, 0.0297274706668955,
0.160214867807208), VIX.Lag4 = c(0.0663456361358825, -0.0603445474172778,
0.0147540555647369, -0.18481450774408, 0.0832646601720761,
-0.000592480838502963, 0.121868416862094, 0.0850262259908515,
0.111689512493149, 0.102398954072543, 0.0987409139677846,
0.0328247650149329, 0.0983810982272812), VIX.Lag5 = c(0.087935145272097,
0.012883857307251, 0.0460053507141171, -0.0104877527753627,
0.165666056819521, 0.00985542074620365, 0.127472943854081,
0.0897480899993805, 0.0899636249940871, 0.119927893745412,
0.0935796680224021, 0.0436916306472499, 0.0901745048846342
), VIX.P1 = c(-0.0224248829500832, -0.0376354778566962, -0.0393890280720117,
-0.0570166343796589, -0.0167202556677217, -0.0324622652108995,
0.17121234852312, 0.153899285524911, 0.143860297022976, 0.1150096355225,
0.155134429816379, -0.0191857198165952, 0.114299580141159
), VIX.P2 = c(0.0315177341387727, -0.0768363282796056, -0.0458684987075317,
-0.215367718512824, -0.00578761168555371, -0.034824982517886,
0.264334253125177, 0.25153892750009, 0.248836609220222, 0.21267049841631,
0.243623924829571, -0.000369403954100229, 0.226690335667394
), VIX.P3 = c(0.178438552503406, -0.15179818597003, -0.0156315372304355,
-0.817336324192968, -0.0158791512359489, -0.023166693662438,
0.357237850458839, 0.293694176340498, 0.294031117292004,
0.272421282544014, 0.31328486212125, 0.0936811429202996,
0.47271892887804), VIX.P4 = c(0.22139737453634, -0.142728565713746,
0.026282906344604, -0.154857677944532, 0.73326115808032,
0.174017732152649, 0.476596164604283, 0.348384683190196,
0.364414756758686, 0.289009409413546, 0.356968690840127,
0.447766131877873, 0.48951924833156), VIX.P5 = c(0.156196063385693,
-0.101068971019945, 0.0169263629147121, -0.0116021050662099,
0.3495228597214, 0.385916489239089, 0.284370511565794, 0.2161694989732,
0.210765232798837, 0.14307985623001, 0.170294463277075, 0.397024316592066,
0.210876185436321), VIX.P6 = c(0.235546136830897, -0.145005330176965,
0.0239417271422657, -0.13067540904444, 0.472749553258322,
0.647808076662489, 0.428700920236045, 0.404174762453734,
0.365891471525231, 0.328857228678916, 0.328974230311909,
1, 0.46049971479368), VIX.P7 = c(0.18379775529555, -0.14282146612437,
0.00302637651308501, -0.0831223240700085, 0.384239001164054,
0.454515554898604, 0.357112315166059, 0.312947255066963,
0.262504695485812, 0.204464091590193, 0.21998943821733, 0.613494296139021,
0.369193945587804), VIX.P8 = c(0.230228960274104, -0.112237216132465,
0.0529508386597007, 0.0442785558635877, 0.448957787047278,
0.67070451238034, 0.369800112589417, 0.303285717771382, 0.278964863955144,
0.262046169174222, 0.246997103325596, 0.672946134852533,
0.19805406468399), VIX.P9 = c(0.117098339528548, -0.0921548524722941,
0.0228649605617307, 0.0297402561970922, 0.256642106468211,
0.396122432390819, 0.224258118755018, 0.139105862076813,
0.149142473030217, 0.104704346663312, 0.101901251024383,
0.12099903556422, 0.0811070797407164), VIX.P10 = c(0.234221042704035,
-0.171130416710285, -0.00059954020618912, -0.428609440054892,
0.383491037280305, 0.157500505133063, 0.661110022922387,
0.583673564477762, 0.555601294077108, 0.466635692990533,
0.565691929489326, 0.46049971479368, 1)), row.names = c("y_High",
"y_Low", "y_Today", "P3", "P4", "P8", "P10", "FXI.P10", "EWU.P10",
"EWJ.P10", "EWG.P10", "VIX.P6", "VIX.P10"), class = "data.frame")