Exchange Rates GARCH-DCC Correlation Analysis
Average correlation for Friday, June 12th, 2026
Average Correlation
0.3915
unchanged at 0.0000
Max Correlation
0.7937
unchanged at 0.0000
1st Factor
0.4638
unchanged at 0.0000
Analysis last updated: Friday, June 12, 2026 at 08:20 PM UTC
20 most correlated assets
No assets selected
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Jun 13, 2024 – Jun 13, 2026