Before revision:  second , our QMLE and two tests are easy-to-implement due to their related simple asymptotic variance expressions; third , our QMLE and two tests share the same efficiency and testing power as those in variance target method when the S-GARCH model is stationary.
After revision:  second , our QMLE and two tests share the same efficiency and testing power as those in variance target method when the S-GARCH model is stationary.