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V-Lab

Exchange Rates GARCH-DCC-NL Correlation Analysis

Average correlation for Tuesday, May 5th, 2026

Average Correlation

0.3775

unchanged at 0.0000

Max Correlation

0.7596

unchanged at 0.0000

1st Factor

0.4421

unchanged at 0.0000

Analysis last updated: Tuesday, May 5, 2026 at 07:09 PM UTC

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May 6, 2024 – May 6, 2026