[R-SIG-Finance] [rugarch package] The family GARCH model equation

[Suzie]

Hi everyone!

I have a question about the volatility equation for family GARCH model in rugarch package(Equation (26) in document: http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf).
Why we use sigma^(lambda) at t-1 (in the sum, after alfa parameter) - shouldn't we rather use sigma^(lambda) at t-j ?