/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
evalPrev = phi;
evalPrev = eval;
final double eval = volScaling * y; m = -mu -theta * m + eval - phi * evalPrev; final double value = (m / volScaling) / vol; szenarios.add(value); h = (omega + alpha * m * m) + beta * h; vol = Math.sqrt(h) / volScaling; <extra_id_0> } Collections.sort(szenarios); final double[] szenariosArray = new double[szenarios.size()]; for(int i=0; i<szenarios.size(); i++) { szenariosArray[i] = szenarios.get(i) * vol; }