是否可以这么理解

问题如下：

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

Whereμ_n-1 and σ_n-1 represent the return and volatility on day n-1, respectively. If the values of α and β are as indicated below, which combination of values indicates that the variance follows a stable GARCH (1,1) process?

选项：

A.

α = 0.084427 and β = 0.909073

B.

α = 0.084427 and β = 0.925573

C.

α = 0.084427 and β = 0.925573

D.

α = 0.090927 and β = 0.925573

解释：

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