为什么，没懂

问题如下：

A risk analyst is estimating the variance of stock returns on day n, given by , using the equation,

where and represent the return and volatility on day n-1, respectively. If the values of α and β 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?

选项：

A.

α = 0.073637 and β = 0.927363

B.

α = 0.075637 and β = 0.923363

C.

α = 0.084637 and β = 0.916363

D.

α = 0.086637 and β = 0.914363

解释：

中文解析：

如果GARCH(1,1)想要平稳，α和β相加要小于1.

For a GARCH(1,1) process to be stable, the sum of the parameters α and β needs to be less than 1.0.