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V-Lab

Exchange Rates GARCH-DCC Correlation Analysis

Average correlation for Thursday, July 2nd, 2026

Average Correlation

0.3977

unchanged at 0.0000

Max Correlation

0.8122

unchanged at 0.0000

1st Factor

0.4681

unchanged at 0.0000

Analysis last updated: Thursday, July 2, 2026 at 09:42 PM UTC

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Jul 2, 2024 – Jul 2, 2026