/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
final + double quantileIndex = ( szenarios.length+1) * quantile - 1;
final double quantileIndex = ( szenarios.length+1 ) * quantile - 1;
} public double[] getQuantilPredictionsForParameters(final double[] parameters, final double[] quantiles) { final double[] szenarios = getSzenarios(parameters); final double[] quantileValues = new double[quantiles.length]; for(int i=0; i<quantiles.length; i++) { final double quantile = quantiles[i]; <extra_id_0> final int quantileIndexLo = (int)quantileIndex; final int quantileIndexHi = quantileIndexLo+1; double szenarioRelativeChange; if(szenarios.length > 0) { szenarioRelativeChange = Math.exp( (