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Exchange Rates GARCH-DCC-NL Correlation Analysis

Average correlation for Saturday, October 31st, 2026

Average Correlation

0.3298

unchanged at 0.0000

Max Correlation

0.7255

unchanged at 0.0000

1st Factor

0.3951

unchanged at 0.0000

Analysis last updated: Sunday, November 1, 2026 at 01:12 PM UTC

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Oct 31, 2024 – Oct 31, 2026