Skip to main content
V-Lab

Exchange Rates GARCH-DCC Correlation Analysis

Average correlation for Tuesday, June 9th, 2026

Average Correlation

0.4041

unchanged at 0.0000

Max Correlation

0.8010

unchanged at 0.0000

1st Factor

0.4747

unchanged at 0.0000

Analysis last updated: Tuesday, June 9, 2026 at 07:56 PM UTC

No assets selected

/

No assets selected

DXYCLDKKHRKSGDEURCZKSEKPLNHUFNZDAUDGBPCHFMXNZARTHBKRWTWDNOKCNYDXYCLDKKHRKSGDEURCZKSEKPLNHUFNZDAUDGBPCHFMXNZARTHBKRWTWDNOKCNY
Jun 10, 2024 – Jun 10, 2026