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V-Lab

Exchange Rates GARCH-DCC-NL Correlation Analysis

Average correlation for Tuesday, June 23rd, 2026

Average Correlation

0.3829

unchanged at 0.0000

Max Correlation

0.7823

unchanged at 0.0000

1st Factor

0.4493

unchanged at 0.0000

Analysis last updated: Tuesday, June 23, 2026 at 11:11 PM UTC

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Jun 24, 2024 – Jun 24, 2026