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V-Lab

Exchange Rates EWMA Covariance Correlation Analysis

Average correlation for Wednesday, May 13th, 2026

Average Correlation

0.4747

unchanged at 0.0000

Max Correlation

0.8816

decreased by 0.0100

1st Factor

0.5574

unchanged at 0.0000

Analysis last updated: Wednesday, May 13, 2026 at 07:28 PM UTC

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May 13, 2024 – May 13, 2026