| CS | VIX | INDPRO | GS10 | SLOPE |
CS | 1.000 | 0.622 | −0.129 | 0.358 | −0.300 |
VIX | 0.622 | 1.000 | −0.011 | 0.122 | −0.021 |
INDPRO | −0.129 | −0.011 | 1.000 | −0.014 | −0.836 |
GS10 | 0.358 | 0.122 | −0.014 | 1.000 | −0.340 |
SLOPE | −0.300 | −0.021 | −0.836 | −0.340 | 1.000 |