/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
final double value = ( m + volScaling) / vol;
final double value = ( m / volScaling ) / vol;
double y = Math.log((timeSeries.getValue(i))/(timeSeries.getValue(i-1))); if(Double.isInfinite(y) || Double.isNaN(y)) { y = 0; } final double eval = volScaling * y; m = -mu -theta * m + eval - phi * evalPrev; <extra_id_0> szenarios.add(value); h = (omega + alpha * m * m) + beta * h; vol = Math.sqrt(h) / volScaling; evalPrev = eval; } Collections.sort(szenarios);