When GARCH(1,1) Becomes EWMA

RiskMetrics EWMA updates variance as $h_t=(1-\lambda)r_{t-1}^2+\lambda h_{t-1}$. State the constraints on $(\omega,\alpha,\beta)$ that make GARCH(1,1) coincide exactly with EWMA, and give the implied $\lambda$ when $\alpha=0.06$. Report $\lambda$ as a decimal.