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[CodeFactor] Apply fixes

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codefactor-io
2024-11-03 23:59:03 +00:00
parent 16e5a9a392
commit 2b62aaad6c
10 changed files with 8 additions and 17 deletions
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lib/volatility/Cv.cs
+1 -2
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@@ -43,7 +43,6 @@ namespace QuanTAlib;
///
/// Note: Returns annualized volatility as a percentage
/// </remarks>
[SkipLocalsInit]
public sealed class Cv : AbstractBase
{
@@ -126,7 +125,7 @@ public sealed class Cv : AbstractBase
}
// Update variance estimate using GARCH(1,1)
double variance = _omega + _alpha * squaredReturn + _beta * _prevVariance;
double variance = _omega + (_alpha * squaredReturn) + (_beta * _prevVariance);
_prevVariance = variance;
// Calculate annualized volatility as percentage