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[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 ?

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Suzie The family GARCH model equation Nov 10 Alexios Ghalanos The family GARCH model equation Nov 10 Suzie The family GARCH model equation Nov 10