So, when you go to check them… It’s not like the AI is going to hallucinate a valid registered domain with a webserver hosting the hallucinated source as well, so click the link, it’s dead/fake, toss out that reply as suspect.
If you follow the source and find it’s valid, supports what the AI said, and is reasonably trustworthy, then you can consider what it has told you.
If it cites its sources, you have a way to check its math (so to speak).