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V-Lab

Exchange Rates GARCH-DCC-NL Correlation Analysis

Average correlation for Friday, May 15th, 2026

Average Correlation

0.3781

unchanged at 0.0000

Max Correlation

0.7621

unchanged at 0.0000

1st Factor

0.4434

unchanged at 0.0000

Analysis last updated: Friday, May 15, 2026 at 09:38 PM UTC

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May 15, 2024 – May 15, 2026