/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
float vol = Math.sqrt( h) / volScaling;
double vol = Math.sqrt ( h ) / volScaling;
final double phi = parameters[5]; final ArrayList<Double> szenarios = new ArrayList<>(); final double volScaling = 1; double evalPrev = 0.0; double h = omega / (1.0 - alpha - beta); double m = 0.0; <extra_id_0> 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; } final double eval = volScaling * y;