Consider the following GARCH(1,1) model for the volatility of asset returns 𝑟 𝑡 : 𝑟 𝑡 = 𝛼 + 𝛽 𝑟 𝑡 − 1 + 𝜀 𝑡 𝜀 𝑡 = ℎ 𝑡 𝑢 𝑡 ℎ 𝑡 = 𝜇 + 𝛿 ℎ 𝑡 − 1 + 𝜙 𝜀 𝑡 − 1 2 𝔼 𝑡 − 1 ( 𝑢 𝑡 ) = 0 𝔼 𝑡 − 1 ( 𝑢 𝑡 2 ) = 1 The Maximum Likelihood estimates and standard errors of the parameters are in the following table. Estimates Std. error 𝛼 0.0911 0.1233 𝛽 0.9222 0.0655 𝜇 0.0112 0.1212 𝛿 0.9132 0.2231 𝜙 0.0611 0.0013 Using this information compute the test statistic for the null hypothesis 𝐻 0 : 𝛼 = 0.2 . (Please round the result to the 4th decimal place.)