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V-Lab

Exchange Rates EWMA Covariance Correlation Analysis

Average correlation for Wednesday, July 15th, 2026

Average Correlation

0.3718

increased by 0.0200

Max Correlation

0.8436

increased by 0.0100

1st Factor

0.4606

increased by 0.0200

Analysis last updated: Wednesday, July 15, 2026 at 09:39 PM UTC

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Jul 9, 2024 – Jul 9, 2026