/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
if( Double.isNaN( eval)  || Double.isNaN( y) ) {
if ( Double.isInfinite ( y ) || Double.isNaN ( y ) ) {
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++) { double y = Math.log((timeSeries.getValue(i))/(timeSeries.getValue(i-1))); <extra_id_0> y = 0; } final double eval = volScaling * y; m = -mu -theta * m + eval - phi * evalPrev; final double value = (m / volScaling) / vol; szenarios.add(value);