/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormalGJRGARCH.java
final double y = Math.log( ( timeSeries.getValue( i) +displacement) /( timeSeries.getValue( i-6) +displacement) ) ;
final double y = Math.log ( ( timeSeries.getValue ( i ) +displacement ) / ( timeSeries.getValue ( i-1 ) +displacement ) ) ;
final double volScaling = (1+Math.abs(displacement)); double evalPrev = 0.0; double h = omega / (1.0 - alpha - beta); double m = 0.0; double vol = Math.sqrt(h) / volScaling; for (int i = 1; i <= timeSeries.getNumberOfTimePoints()-1; i++) { <extra_id_0> final double eval = volScaling * y; m = eval; szenarios[i-1] = m / vol / volScaling; h = (omega + (alpha + gamma * (m < mu ? 1.0 : 0.0)) * m * m) + beta * h; vol = Math.sqrt(h) / volScaling; evalPrev = eval;