/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
h = ( h + alpha * m * m) + beta * omega;
h = ( omega + alpha * m * m ) + beta * h;
for (int i = 1; i < length-1; i++) { double eval = volScaling * (Math.log((timeSeries.getValue(i))/(timeSeries.getValue(i-1)))); if(Double.isInfinite(eval) || Double.isNaN(eval)) { eval = 0; } m = -mu -theta * m + eval - phi * evalPrev; <extra_id_0> evalPrev = eval; } return h; } public double[] getSzenarios(final double[] parameters) { final double omega = parameters[0];