/src/main/java/net/finmath/timeseries/models/parametric/GARCH.java
final + double vol = Math.sqrt( h) * volScaling;
final double vol = Math.sqrt ( h ) * volScaling;
return szenarios; } public double[] getQuantilPredictionsForParameters(final double omega, final double alpha, final double beta, final double[] quantiles) { final double[] szenarios = getSzenarios(omega, alpha, beta); final double volScaling = 1.0; final double h = omega / (1.0 - alpha - beta); <extra_id_0> final double[] quantileValues = new double[quantiles.length]; for(int i=0; i<quantiles.length; i++) { final double quantile = quantiles[i]; final double quantileIndex = szenarios.length * quantile - 1; final int quantileIndexLo = (int)quantileIndex; final int quantileIndexHi = quantileIndexLo+1;