Long-Run Volatility (Not Variance) from GARCH Parameters

A GARCH(1,1) model $h_t=\omega+\alpha r_{t-1}^2+\beta h_{t-1}$ has $\omega=0.04$, $\alpha=0.12$, $\beta=0.80$. Here $h_t$ is the conditional variance of daily returns. Report the long-run (unconditional) daily volatility $\sqrt{\bar h}$ as a decimal.