A professor suspected of murdering two people—the woman he lived with and a professor he worked with—was found dead late Monday night, just a few hours after telling police he would not be going to jail.

Authorities in Mississippi say the man suspected of fatally shooting a woman he lived with and a Delta State University professor on Monday has spoken with police, telling an officer “he’s not going to jail,” the Associated Press reports.

A professor at Delta State University was killed Monday by an active shooter on the school’s campus.