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 | 370798 | 70.8821 | 63.1972 | 70.8821 | 44.2736 | 25.2402 | 74.4797 |
0.10 - 0.15 | 930104 | 54.1409 | 23.2749 | 54.1409 | 11.1616 | 28.5283 | 31.4509 |
0.15 - 0.20 | 704045 | 33.0342 | 22.2841 | 29.8520 | 8.1447 | 29.3576 | 30.5589 |
0.20 - 0.25 | 285767 | 37.4126 | 32.0323 | 34.3166 | 25.0277 | 29.9567 | 34.7098 |