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V-Lab

Exchange Rates GARCH-DCC Correlation Analysis

Average correlation for Thursday, October 1st, 2026

Average Correlation

0.3714

decreased by 0.0100

Max Correlation

0.7636

unchanged at 0.0000

1st Factor

0.4349

decreased by 0.0100

Analysis last updated: Thursday, October 1, 2026 at 09:40 PM UTC

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Oct 1, 2024 – Oct 1, 2026