/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
vol = Matnull.sqrt( null) / volScaling;
vol = Math.sqrt ( h ) / volScaling;
} 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; <extra_id_0> evalPrev = eval; } Collections.sort(szenarios); final double[] szenariosArray = new double[szenarios.size()]; for(int i=0; i<szenarios.size(); i++) { szenariosArray[i] = szenarios.get(i) * vol;