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V-Lab

Bonds EWMA Covariance Correlation Analysis

Average correlation for Monday, June 8th, 2026

Average Correlation

0.8675

decreased by 0.0100

Max Correlation

0.9972

unchanged at 0.0000

1st Factor

0.8811

decreased by 0.0100

Analysis last updated: Tuesday, June 9, 2026 at 02:54 PM UTC

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C0A4C0A0EM1BC0A3C0A2H0A1EMCBC0A1H0A2EMREH0A3C0A4C0A0EM1BC0A3C0A2H0A1EMCBC0A1H0A2EMREH0A3
Jun 10, 2024 – Jun 10, 2026