Risk Analysis of Gold Prices in Pakistan Using Extreme Value Theory

Table 4

Goodness-of-fit tests for GEV distribution.

Tests	K-S test		A-D test		Chi-square test
Values	Statistic	value	Statistic	value	Statistic	value
Month	0.0573	0.8251	2.0966	0.0814	0.4282	1
Quarter	0.2201	0.0933	0.5245	0.7205	0.1076	1
Year	0.3510	0.1319	0.2995	0.9375	0.0312	1