/src/main/java/net/finmath/timeseries/models/parametric/GARCH.java
double h = omega / ( 1.0 - beta - alpha) ;
double h = omega / ( 1.0 - alpha - beta ) ;
logLikelihood += - Math.log(2 * Math.PI) * (windowIndexEnd-windowIndexStart); logLikelihood *= 0.5; return logLikelihood; } public double getLastResidualForParameters(final double omega, final double alpha, final double beta) { final double volScaling = 1.0; <extra_id_0> for (int i = windowIndexStart+1; i <= windowIndexEnd; i++) { final double eval = volScaling * (Math.log((values[i])/(values[i-1]))); h = omega + alpha * eval * eval + beta * h; } return h; }