On Thursday, Watts was in jail after being arrested on suspicion of killing all three family members, probably before he spoke those words. That same man has now been arrested and faces three first-degree murder charges.
Police said they believe they know where bodies are and are working to retrieve them. She has seen Chris Watts pull his daughters along the sidewalk in a wagon while walking their dachshund, but said the family has always been quiet.
Watts said he waited impatiently for his family's return, "with every light in the house on;" stressing that he had been unable to sleep as he didn't know whether his family was safe or not.
CNN affiliate KMGH aired video showing Chris Watts' pickup truck being towed from the family's home overnight, as well as investigators removing items from the house in garbage bags. "Please keep Shanann's parents and brother in your prayers".
Police quickly launched an investigation and asked for help from the public after a close friend of Shannan said she was not answering her phone.
Hours earlier, Watts appeared on NBC's Today show where he said he had "no idea" where they went.
"I miss them", Watts said of feeding them dinner.
"I just want them to come back", Watts told the broadcaster. Because if they are safe, they're coming back.
Investigators have located a body they believe is Shanann Watts, said Colorado Bureau of Investigation director John Camper.
"Shanann has a schedule and she goes by that schedule and she does not deviate", said high school friend Lauren Arnold.
Later that day, he said, "I texted her a few times, called her, but I didn't get a response".
'I came home and it was like I walked into a ghost town.
A noticeable increase in police activity could be seen late Wednesday night at the family's home in the 2800 block of Saratoga Trail in Frederick's Wyndham Hill subdivision. At that point, he said, he saw his girls asleep on a baby monitor.
Shanann and her daughters had been reported missing out of Frederick since Monday. Police also believe they know the location of the bodies of her two daughters, 3-year-old Celeste and 4-year-old Bella, which have yet to be found.
In the months before her disappearance, Shanann Watts posted photos and videos on her Facebook page that show loving moments between her husband and their daughters. I just feel so alone in this house right now. "I guess when you want to, it happens".
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