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

353625

68.3102

44.4955

68.3102

28.6121

31.0013

49.1893

6 - 10

708027

55.8222

32.2794

55.8222

15.5565

30.6488

42.2656

11 - 15

349593

48.6490

26.3771

48.6490

16.9757

27.0676

34.0255

16 - 20

275752

39.0921

25.2858

37.0106

18.2660

28.8838

31.7347

21 - 25

293214

36.0255

24.4485

31.4689

17.7689

29.7643

31.6276

26 - 30

164185

31.9995

26.8742

27.6458

20.2429

29.1165

33.1840

31 - 40

96884

33.4891

22.0280

32.6871

3.3748

23.0099

31.0082

41 - 60

49434

32.1764

25.6592

26.7592

3.7892

27.4121

36.0873