Hi Reinaldo,
Alpha is whatever you decide it is, and that has no impact the results of Test Mean. JMP has some color coding of the p-values that correspond to significance at alpha = 0.05 (red) and alpha = 0.01 (orange), but there’s nothing to stop you from saying the result is statistically significant at p = 0.089 with alpha = 0.10. The p-value just won’t be colored.
-- Cameron Willden