/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
m = -mu -mu * m + eval - phi * evalPrev;
m = -mu -theta * m + eval - phi * evalPrev;
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; } <extra_id_0> h = (omega + alpha * m * m) + beta * h; evalPrev = eval; } return h; } public double[] getSzenarios(final double[] parameters) {