I think it is a photoshop. The level of jpeg makes it harder to see, but there's some back lighting that only affects J Lo's hair, no signs of it on either twin. Also, her jaw line looks like it was pasted poorly and the lighting on the front of her face looks off (though that could just be makeup).

Edit: Hard to say for sure, though, as that back lighting does match the window behind her and I'm not sure specular highlights would even show up in that black hair. Plus, skintone aside, the lighting on the front looks correct and wouldn't be easy to do. Someone getting that right wouldn't then miss the specular highlight on her hair (or found a source pic where someone else was blocking a similar light).

But the jpeg artifacting looks kinda more pronounced on her face, too. But not wildly so.