Time-to-expiration range

No. of records

Mean absolute percentage error (MAPE)

Mean percentage error (MPE)

Standard deviation (SD)

BS

SVH

BS

SVH

BS

SVH

≤5

359884

73.7870

55.9240

73.7870

48.9164

30.3493

43.9246

6 - 10

686077

65.0926

46.8797

65.0926

41.8778

31.1297

40.9364

11 - 15

323565

60.7841

43.5895

60.7841

43.0155

27.7266

33.4927

16 - 20

268104

57.0187

49.0960

57.0187

48.9592

28.0565

30.3546

21 - 25

261325

53.1039

48.5147

52.8436

48.4755

29.0431

29.8062

26 - 30

160541

55.0958

52.9967

55.0958

52.9967

26.1643

26.8838

31 - 40

94501

56.6399

44.3648

56.6399

44.3059

22.1895

26.9158

41 - 60

47309

55.2337

49.1082

55.2337

49.0415

23.0327

26.1230