How does the covariance matrix of the predictors in multiple regression relate to the matrix $(\mathbf{X}^T \mathbf{X})^{-1}$?
What is the relationship between $\text{Cov}[\mathbf{X},\mathbf{X}]$ and $(\mathbf{X}^T \mathbf{X})^{-1}$ in multiple regression?