Matrix

The Latex code is

\[\sigma^2(Y) = \left(
\begin{array}{cccc}
\sigma^2(Y_1) & \sigma(Y_1,Y_2) & \ldots & \sigma(Y_1,Y_n) \\
\sigma(Y_2,Y_1) & \sigma^2(Y_2) & \ldots & \sigma( Y_2,Y_n) \\
\vdots & \vdots & & \vdots \\
\sigma(Y_n,Y_1) & \sigma(Y_n,Y_2) & \ldots & \sigma^2(Y_n)
\end{array}
\right)
\]