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V-Lab

Exchange Rates GARCH-DCC Correlation Analysis

Average correlation for Friday, May 15th, 2026

Average Correlation

0.4116

unchanged at 0.0000

Max Correlation

0.8014

unchanged at 0.0000

1st Factor

0.4813

unchanged at 0.0000

Analysis last updated: Friday, May 15, 2026 at 09:06 PM UTC

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May 15, 2024 – May 15, 2026