/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
for ( int i = 1; i <= timeSeries.getValue( length) -1; i++) {
for ( int i = 1; i <= timeSeries.getNumberOfTimePoints ( ) -1; i++ ) {
final ArrayList<Double> szenarios = new ArrayList<>(); final double volScaling = 1; double evalPrev = 0.0; double h = omega / (1.0 - alpha - beta); double m = 0.0; double vol = Math.sqrt(h) / volScaling; <extra_id_0> 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;