A risk analyst is estimating the variance of stock returns on day n, given by $\sigma_n^2$, using the equation,

$$\sigma_n^2 = \gamma V_L + \alpha u_{n-1}^2 + \beta \sigma_{n-1}^2,$$

where $u_{n-1}$ and $\sigma_{n-1}$ represent the return and volatility on day $n-1$, respectively.

If the values of $\alpha$ and $\beta$ are as indicated below and the expected value of the return is constant over time, which combination of values is correct for a GARCH(1,1) process?