A risk analyst is estimating the variance of returns on a stock index for the next trading day. The analyst uses the following GARCH (1,1) model: 2 = 1 2 + 1 2 + , where 2 , 1, and 1 represent the index variance on day n, return on day n-1, and volatility on day n-1, respectively. If the expected value of the return is constant over time, which combination of values for and would result in a stable GARCH (1,1) process?