Garch Standardization of returns-FactorAnalytics package in R

Question

In the Garch part of the specFfm from FactorAnalytics (standardization of the returns), shoudn't the dataDT$ts[i] be lagged one period based on the basic GARCH(1,1) formula?

for ( i in 1: NROW(dataDT))
    set(dataDT,i, "sigmaGarch",
        ifelse(dataDT$idx[i] == 1,
               (1 - alpha - beta) * dataDT$sdReturns[i]^2 +  **alpha * dataDT$ts[i],**
               (1 - alpha - beta) * dataDT$sdReturns[i]^2 + **alpha * dataDT$ts[i]** +
                 beta * dataDT$sigmaGarch[i-1]))