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 |