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V-Lab

Exchange Rates EWMA Covariance Correlation Analysis

Average correlation for Tuesday, June 23rd, 2026

Average Correlation

0.4669

unchanged at 0.0000

Max Correlation

0.9050

decreased by 0.0100

1st Factor

0.5447

unchanged at 0.0000

Analysis last updated: Tuesday, June 23, 2026 at 10:26 PM UTC

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Jun 24, 2024 – Jun 24, 2026