Volatility range | No. of records | Mean absolute percentage error (MAPE) | Mean percentage error (MPE) | Standard deviation (SD) | |||
BS | SVH | BS | SVH | BS | SVH | ||
0.05 - 0.10 | 357794 | 74.3831 | 57.9888 | 74.3831 | 54.0769 | 27.4733 | 38.3063 |
0.10 - 0.15 | 946246 | 70.0622 | 49.6813 | 70.0622 | 48.2407 | 27.0095 | 36.6037 |
0.15 - 0.20 | 654398 | 50.0259 | 43.1687 | 50.0256 | 41.4129 | 28.3606 | 33.1657 |
0.20 - 0.25 | 242868 | 42.1069 | 41.1126 | 41.9557 | 38.3126 | 27.9002 | 33.1957 |