I'm reading this paper by Abosedra et. al (2006), where they study the volatility of US natural gas prices.
They report the estimation from a AR(1)-GARCH(1,1) model and a AR(1)-GJR-GARCH(1,1) model as in the image below.
Why do they also report $ \alpha+ \beta + \frac12 \lambda $? And how does this turn out to be exactly the same as $ \alpha + \beta $ in the AR(1)-GARCH(1,1) model?
Note: $\alpha, \beta, \gamma$ here are the ARCH, GARCH and Asymmetry (GJR model) parameters respectively. The equation(s) estimated is given below the table, if necessary.