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$\_0=0\mathrm{.}04,$ alpha$\_1=0\mathrm{.}02,$ beta$=0\mathrm{.}92.$

alpha$\_0=0\mathrm{.}02,$ alpha$\_1=0\mathrm{.}04,$ beta$=0\mathrm{.}94.$

alpha$\_0=0\mathrm{.}03,$ alpha$\_1=0\mathrm{.}02,$ beta$=0\mathrm{.}95.$

alpha$\_0=0\mathrm{.}03,$ alpha$\_1=0\mathrm{.}06,$ beta$=0\mathrm{.}93.$