/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
final double phi  = variables[5];final double theta = parameters[3];
final double theta = parameters[3];
return h; } public double[] getSzenarios(final double[] parameters) { final double omega = parameters[0]; final double alpha = parameters[1]; final double beta = parameters[2]; <extra_id_0> final double mu = parameters[4]; 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);