Two-Day Ahead Variance Mean

For a GARCH(1,1) process with $\omega=1$, $\alpha=\frac{1}{10}$, $\beta=\frac{4}{5}$, suppose you already know the one-step-ahead conditional variance $h_{t+1}=5$. Compute $E_t[h_{t+2}]$ and $E_t[h_{t+3}]$.