In the context of a GARCH(1,1) process, where the expected return is constant, a risk analyst is tasked with determining the variance of stock returns on day ( n ), denoted by ( o ). The variance calculation follows the formula ( o = V_i + \alpha u_{n-1} + \beta o_{n-1}' ). In this formula, ( u_{n-1} ) represents the return from the previous day, ( n-1 ), and ( o_{n-1} ) represents the volatility from the previous day, ( n-1 ). Given this information, what is the correct set of values for ( \alpha ) and ( \beta )?_