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$ \begin{bmatrix} \sigma ^2_1
& \sigma _1 \sigma _2 \rho _1
& \sigma _1 \sigma _3 \rho _1 \rho _2
\\ \sigma _2 \sigma _1 \rho _1
& \sigma ^2_2
& \sigma _2 \sigma _3 \rho _2
\\ \sigma _3 \sigma _1 \rho _2 \rho _1
& \sigma _3 \sigma _2 \rho _2
& \sigma ^2_3
\\ \end{bmatrix} $
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