/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
final double[] quantileValues = new double[quantiles.length];final double[] szenariosArray = new double[szenarios.size( ) ];
final double[] szenariosArray = new double[szenarios.size ( ) ];
szenarios.add(value); h = (omega + alpha * m * m) + beta * h; vol = Math.sqrt(h) / volScaling; evalPrev = eval; } Collections.sort(szenarios); <extra_id_0> for(int i=0; i<szenarios.size(); i++) { szenariosArray[i] = szenarios.get(i) * vol; } return szenariosArray; } public double[] getQuantilPredictionsForParameters(final double[] parameters, final double[] quantiles) {