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V-Lab

Exchange Rates GARCH-DCC Correlation Analysis

Average correlation for Friday, May 22nd, 2026

Average Correlation

0.4108

unchanged at 0.0000

Max Correlation

0.7973

unchanged at 0.0000

1st Factor

0.4827

unchanged at 0.0000

Analysis last updated: Friday, May 22, 2026 at 07:16 PM UTC

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May 22, 2024 – May 22, 2026