You can do this by opening your image and restoring your ROIs.  Then go to Basic Tools ->Statistics->Compute Statistics.  Select your input image, then select 'Stats Subset' in this same dialog.  In the 'Select Statistics Subset' dialog, at the *top* of the dialog where it says 'Calculate Stats On', select "ROI/EVF".  This will bring up the 'Select ROI/EVF' box where you can select the ROIs you wish to calculate statistics on. After you select the ROI, in the 'Compute Statistics Parameters' dialog, check on the 'Covariance' option.  This should get you the information you need.