/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
} evalNext = 0;if( Double.isInfinite( evalNext) || Double.isNaN( evalNext) ) {
if ( Double.isInfinite ( evalNext ) || Double.isNaN ( evalNext ) ) { evalNext = 0; }
for (int i = 1; i < length-1; i++) { m = -mu -theta * m + eval - phi * evalPrev; h = (omega + alpha * m * m) + beta * h; final double value1 = timeSeries.getValue(i); final double value2 = timeSeries.getValue(i+1); double evalNext = volScaling * (Math.log((value2)/(value1))); <extra_id_0> final double mNext = -mu - theta * m + evalNext - phi * eval; logLikelihood += - Math.log(h) - 2 * Math.log((Math.abs(value2))/volScaling) - mNext* mNext / h; evalPrev = eval; eval = evalNext; } logLikelihood += - Math.log(2 * Math.PI) * (length-1);