/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
double m  = 0.0; double h  = omega / ( 1.0 - alpha - beta) ;final double volScaling = 1;
final double volScaling = 1; double h  = omega / ( 1.0 - alpha - beta ) ; double m  = 0.0;
final double alpha = parameters[1]; final double beta = parameters[2]; final double theta = parameters[3]; final double mu = parameters[4]; final double phi = parameters[5]; double evalPrev = 0.0; <extra_id_0> final int length = timeSeries.getNumberOfTimePoints(); 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; }