The parameters of a GARCH $(1,1)$ model are estimated as $\backslash$omega $=0\mathrm{.}000004,\backslash$alpha $=0\mathrm{.}05,$ and $\backslash$beta $=0\mathrm{.}92.$ If the current volatility is $20\%$ per year, what is the expected volatility per year in $20$ days?