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Exchange Rates GJR-DCC Correlation Analysis

Average correlation for Monday, October 19th, 2026

Average Correlation

0.3320

unchanged at 0.0000

Max Correlation

0.7242

unchanged at 0.0000

1st Factor

0.4001

unchanged at 0.0000

Analysis last updated: Monday, October 19, 2026 at 07:13 PM UTC

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Oct 19, 2024 – Oct 19, 2026