Two-Step Forecast from Today’s Variance

For a GARCH(1,1) process with $\omega=\frac{1}{10}$, $\alpha=\frac{1}{5}$, $\beta=\frac{3}{5}$, suppose you already know the one-step-ahead conditional variance $h_{t+1}=2$. Compute $E_t[h_{t+2}]$ and $E_t[h_{t+3}]$.