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Exchange Rates GARCH-DCC Correlation Analysis

Average correlation for Thursday, October 22nd, 2026

Average Correlation

0.3244

unchanged at 0.0000

Max Correlation

0.7169

decreased by 0.0100

1st Factor

0.3923

unchanged at 0.0000

Analysis last updated: Thursday, October 22, 2026 at 10:31 PM UTC

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Oct 22, 2024 – Oct 22, 2026