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V-Lab

Exchange Rates EWMA Covariance Correlation Analysis

Average correlation for Tuesday, April 21st, 2026

Average Correlation

0.4766

unchanged at 0.0000

Max Correlation

0.8756

unchanged at 0.0000

1st Factor

0.5565

unchanged at 0.0000

Analysis last updated: Tuesday, April 21, 2026 at 07:17 PM UTC

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Apr 21, 2024 – Apr 21, 2026