/src/main/java/net/finmath/timeseries/models/parametric/GARCH.java
private final int windowIndexStart; private final double[] values;
private final double[] values; private final int windowIndexStart;
import org.apache.commons.math3.optimization.PointValuePair; import net.finmath.optimizer.LevenbergMarquardt; import net.finmath.optimizer.Optimizer; import net.finmath.optimizer.SolverException; import net.finmath.timeseries.HistoricalSimulationModel; public class GARCH implements HistoricalSimulationModel { <extra_id_0> private final int windowIndexEnd; private final int maxIterations = 1000000; public GARCH(final double[] values) { this.values = values; windowIndexStart = 0; windowIndexEnd = values.length-1;