Tomorrow Variance After a Large Shock

In a GARCH(1,1) model with $\omega=\frac{1}{10}$, $\alpha=\frac{1}{5}$, and $\beta=\frac{7}{10}$, suppose the current squared return is $r_t^2=4$ and the current conditional variance is $h_t=2$. Compute $h_{t+1}$.