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V-Lab

Exchange Rates GARCH-DCC Correlation Analysis

Average correlation for Tuesday, August 18th, 2026

Average Correlation

0.3645

unchanged at 0.0000

Max Correlation

0.7656

unchanged at 0.0000

1st Factor

0.4306

unchanged at 0.0000

Analysis last updated: Monday, August 17, 2026 at 07:08 PM UTC

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Aug 19, 2024 – Aug 19, 2026