[Gretl-users] Question about GARCH

I am currently using Gretl to run GARCH model for volatility of daily return of IBM stock estimation. However, I can't match the result from gretl and the GARCH formula. What I know is: ht=ω＋α（ｒ−ｍ）^2＋βσ^2 But, what I got is: Variable Coefficient const 0.000553614 alpha(0) 9.90527e-06 alpha(1) 0.108505 beta(1) 0.879647 Mean of dependent variable = 9.79994e-005 Standard deviation of dep. var. = 0.0244575 Unconditional error variance = 0.000836019 Log-likelihood = 2387.036 AIC = -4764.073 BIC = -4739.534 I think α(0) is ω. But I don't know which is ht and what does const mean. Thank you for your help. Have a good weekend. Manabu Ohinata manabu0120(a)hotmail.com