/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
final double volScaling = 1;final double eval = volScaling * y;
final double eval = volScaling * y;
double vol = Math.sqrt(h) / volScaling; for (int i = 1; i <= timeSeries.getNumberOfTimePoints()-1; i++) { double y = Math.log((timeSeries.getValue(i))/(timeSeries.getValue(i-1))); if(Double.isInfinite(y) || Double.isNaN(y)) { y = 0; } <extra_id_0> 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; evalPrev = eval;