August 16, 2018 1:41 PM EDT

A Colorado father who went on TV to plead for the return of his missing wife and daughters has been arrested in connection with their murders.

Authorities said Thursday that they had recovered the body of 34-year-old Shannan Watts, who was 15 weeks pregnant. She was reported missing along with her two daughters — Celeste, 3, and Bella, 4 — on Monday. Officials said they had a strong reason to believe they know where the bodies of the two girls are located.

Shannan Watts’ husband, Christopher Watts, 33, is being held without bond for investigation of three counts of first degree murder and three counts of tampering with evidence, the Denver Post reports.

The FBI and Colorado Bureau of Investigation both joined the search for Watts and her daughters on Wednesday. Authorities did not comment on a possible motive or confirm whether Christopher Watts had confessed to the murders.

Watts was arrested late Wednesday and taken to Weld County Jail. He is scheduled to appear in a bond hearing on Thursday.

Christopher Watts told Denver TV station 9News earlier in the week that he was hoping for the safe return of his family.

“I’m just hoping right now that she’s somewhere safe,” he said. “Like, this house is not the same. Last night was traumatic. Last night was – I can’t really stay in this house again with nobody here.”

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