Table 2: Effect of on performance characteristics for MWV and SWV models.

= 0.05 = 0.1 = 0.2 = 0.3
MWV SWVMWV SWVMWVSWVMWVSWV

0.45060.44630.4475 0.44480.44020.44220.43410.4397
0.30490.23760.2876 0.22930.25910.21520.23460.2046
0.85320.72700.8230 0.71270.77060.68730.72280.6668
0.41890.43320.4084 0.42910.38950.42140.37120.4149
0.58110.25260.59160.25300.61050.25370.62880.2541
L.R. 0.00480.00380.00450.00370.00410.00350.00380.0034
17.825016.492018.431817.302719.730518.982021.129620.7263