There is a gap in risk assessment of trajectories between the trajectory information coming from a traffic motion prediction module and what is actually needed. Closing this gap necessitates advancements in prediction beyond current practices. Existing prediction models yield joint predictions of agents' future trajectories with uncertainty weights or marginal Gaussian probability density functions (PDFs) for single agents. Although, these methods achieve high accurate trajectory predictions, they only provide little or no information about the dependencies of interacting agents. Since traffic is a process of highly interdependent agents, whose actions directly influence their mutual behavior, the existing methods are not sufficient to reliably assess the risk of future trajectories. This paper addresses that gap by introducing a novel approach to motion prediction, focusing on predicting agent-pair covariance matrices in a ``scene-centric'' manner, which can then be used to model Gaussian joint PDFs for all agent-pairs in a scene. We propose a model capable of predicting those agent-pair covariance matrices, leveraging an enhanced awareness of interactions. Utilizing the prediction results of our model, this work forms the foundation for comprehensive risk assessment with statistically based methods for analyzing agents' relations by their joint PDFs.