Simultaneous VAR + GARCH

Question

Can rmgarch (or another library) handle simultaneous VAR+GARCH without prior transform to a regular VAR?

I mean a simultaneous VAR like:

x(k) = a11*x(k-1) + b10*y(k) + b11*y(k-1);
y(k) = a21*y(k-1) + b20*x(k) + b21*x(k-1)