The Latest on the shooting deaths of a woman and her four daughters in Roswell, New Mexico(all times local):

10:04 a.m.

Police say investigators have confirmed a man suspected of killing his wife and four daughters has been apprehended in Mexico.

Roswell police spokesman Todd Wildermuth says 34-year-old Juan Villegas-Hernandez was taken into custody in or near Arizpe, a city south of Nogales, Mexico.

He was arrested Sunday afternoon by Mexican authorities, who alerted Roswell police.

The arrest came a day after authorities say Villegas-Hernandez fatally shot five family members at their home in Roswell.

Police say a relative discovered the victims late Saturday night after stopping by the home to check on the victims. Investigators believe the shooting happened earlier in the day.

Wildermuth says police have begun filling out paperwork to begin the extradition process. He says investigators believe Villegas-Hernandez was a Mexican national, who lived in Roswell.

7:20 a.m.

Police say they're investigating whether a New Mexico man suspected of killing his wife and four daughters fled to Mexico.

Roswell police spokesman Todd Wildermuth tells the Albuquerque Journal that Mexican authorities say they might have apprehended 34-year-old Juan David Villegas-Hernandez.

Wildermuth said Monday that investigators were working to determine whether Villegas-Hernandez was caught in the Mexican state of Sonora on Sunday. No other details have been released.

Villegas-Hernandez is accused of shooting five people who police believe are his wife and children — ages 14, 11, 7 and 3.

A relative went to check on the family late Saturday and discovered the bodies. Wildermuth says the shooting likely occurred earlier in the day.

Roswell is about 200 miles from the border town of El Paso, Texas.