diff --git a/examples/univariate_volatility_scenarios.ipynb b/examples/univariate_volatility_scenarios.ipynb
index a26894ad77..156edcafa8 100644
--- a/examples/univariate_volatility_scenarios.ipynb
+++ b/examples/univariate_volatility_scenarios.ipynb
@@ -25,10 +25,13 @@
    "outputs": [],
    "source": [
     "%matplotlib inline\n",
+    "from __future__ import annotations\n",
+    "\n",
     "import matplotlib.pyplot as plt\n",
     "import numpy as np\n",
     "import pandas as pd\n",
     "import seaborn as sns\n",
+    "\n",
     "from arch.univariate import GARCH, ConstantMean, Normal\n",
     "\n",
     "sns.set_style(\"darkgrid\")\n",
@@ -205,7 +208,7 @@
     "        shocks: np.ndarray[tuple[int], np.dtype[np.float64]],\n",
     "        random_state: np.random.RandomState,\n",
     "    ) -> None:\n",
-    "        self._shocks = shocks  # 1d\n",
+    "        self._shocks = np.array(shocks, dtype=float).squeeze()  # 1d\n",
     "        self._rs = random_state\n",
     "        self.n = shocks.shape[0]\n",
     "\n",