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V-Lab

Exchange Rates EWMA Covariance Correlation Analysis

Average correlation for Tuesday, June 2nd, 2026

Average Correlation

0.4500

unchanged at 0.0000

Max Correlation

0.8749

decreased by 0.0100

1st Factor

0.5354

unchanged at 0.0000

Analysis last updated: Tuesday, June 2, 2026 at 07:17 PM UTC

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Jun 3, 2024 – Jun 3, 2026