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 $\beta$?