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Discuss in the GARCH(1,1) model h_t= alpha_0+ alpha_1*r_t-1^2+beta*h_t-1, how to determine the speed that conditional...

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Accounting

Discuss in the GARCH(1,1) model h_t= alpha_0+ alpha_1*r_t-1^2+beta*h_t-1, how to determine the speed that conditional volatility reverts to its long-run value? Consider the following models, which one will take the longerst time to revert to its mean?
alpha_0=0.04, alpha_1=0.02, beta=0.92.
alpha_0=0.02, alpha_1=0.04, beta=0.94.
alpha_0=0.03, alpha_1=0.02, beta=0.95.
alpha_0=0.03, alpha_1=0.06, beta=0.93.

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