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V-Lab

Exchange Rates EWMA Covariance Correlation Analysis

Average correlation for Wednesday, April 1st, 2026

Average Correlation

0.4618

increased by 0.0200

Max Correlation

0.8461

increased by 0.0100

1st Factor

0.5476

increased by 0.0100

Analysis last updated: Wednesday, April 1, 2026 at 07:15 PM UTC

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Mar 30, 2024 – Mar 30, 2026