/src/main/java/net/finmath/timeseries/models/parametric/GARCH.java
h = omega + alpha * h * eval + beta * eval;
h = omega + alpha * eval * eval + beta * h;
} public double getLastResidualForParameters(final double omega, final double alpha, final double beta) { final double volScaling = 1.0; double h = omega / (1.0 - alpha - beta); for (int i = windowIndexStart+1; i <= windowIndexEnd; i++) { final double eval = volScaling * (Math.log((values[i])/(values[i-1]))); <extra_id_0> } return h; } public double[] getSzenarios(final double omega, final double alpha, final double beta) { final double[] szenarios = new double[windowIndexEnd-windowIndexStart+1-1]; final double volScaling = 1.0;