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V-Lab

Exchange Rates EWMA Covariance Correlation Analysis

Average correlation for Friday, September 4th, 2026

Average Correlation

0.4123

unchanged at 0.0000

Max Correlation

0.8426

increased by 0.0100

1st Factor

0.4964

increased by 0.0100

Analysis last updated: Friday, September 4, 2026 at 10:19 PM UTC

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Sep 4, 2024 – Sep 4, 2026