GARCH Model Forecasting to Incorrect Time

Question

I have the following garch code, I am modeling 10 years of data for the SP500

model33 <-  ugarchspec(variance.model = list(model="sGARCH",         
                                         garchOrder=c(2, 1)), 
                   mean.model = list(armaOrder=c(1, 1)),
                                     distribution.model = "norm")
mod33 <- ugarchfit(spec=model33,data=difsfts)
forc1 = ugarchforecast(mod33, n.ahead=20)

However my output is showing

Model: sGARCH
Horizon: 20
Roll Steps: 0
Out of Sample: 0

0-roll forecast [T0=1977-07-28 20:00:00]:
       Series Sigma
T+1  -0.68565 13.78
T+2  -0.61457 14.23
T+3  -0.54608 14.37
T+4  -0.48009 14.52
T+5  -0.41650 14.66
T+6  -0.35523 14.80
T+7  -0.29619 14.92
T+8  -0.23931 15.04
T+9  -0.18450 15.16
T+10 -0.13168 15.26
T+11 -0.08079 15.36
T+12 -0.03176 15.46
T+13  0.01549 15.55
T+14  0.06101 15.64
T+15  0.10488 15.72
T+16  0.14714 15.80
T+17  0.18787 15.87
T+18  0.22711 15.94
T+19  0.26492 16.01
T+20  0.30136 16.07

Now my data is from 2009-2019 so I am not sure where it is picking up the date from 1977, my first point is 01-02-09 and my last is 12-30-19, also the forecasted values seem to be very low compared to what the previous values of "difsfts" (aka I differenced my dataset), which had closing values going from ranging as high as 40. I am not sure if this is a result of the forecasting command using the wrong date or a fault in the model itself.

plot(forc1,which="all")

This plot shows the forecasted values of the SP500 to be moving in a horizontal line more or less which is not accurate.