Copula functions in examining the relationship between two stock indexes.

I am working on a project in which I want to use the copula function to examine the relationship between two financial stock indices in 2020-2021 (pandemic period).In R, I managed to write code to obtain the parameters of various copula functions for my data (e.g. for the Gaussian copula the parameter is 0.6358, for the t copula it is 0.6285).Unfortunately, I don't know what I should do next and what function I should write to get specific conclusions about the dependencies between the indexes(perhaps graphically?). Do you have any ideas?
Thanks for your answers.

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