Hello.
I have a basic question with predict correlation using MGARCH DCC models.
Why initial values estimated for each pair series, after predict correlation command, are close to zero?

code:
mgarch dcc (rp1 rp2 rp3 rp4 rp5 rp6 = l.rp1 l.rp2 l.rp3 l.rp4 l.rp5 l.rp6), arch(1/1) garch(1/1)
predict Corr*, correlation

Array
Thank you.
Henry.