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 |