Chris Watts is currently serving consecutive life sentences for the August 2018 murders of his pregnant wife, Shan’ann, daughters, Bella, 4, and Celeste, 3.

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Watts pleaded guilty to multiple counts of first-degree murder on November 6, 2018. He recently made a subsequent “jailhouse confession,” wherein he detailed what he claims happened in the final moments of his wife and daughters’ lives.

WATCH What Chris Watts’ Latest Confession Allegedly Reveals About Night He Killed Pregnant Wife And Two Daughters

“It’s worse than we even thought,” says Shan’ann’s brother, Frankie. “We were hoping it happened in her sleep.”

WATCH: What Chris Watts’ 4-Year-Old Allegedly Said To Him Before He Killed Her

In a Dr. Phil exclusive airing Monday, Frankie and Shan’ann’s parents, Sandy and Frank Rzucek Sr., sit down with Dr. Phil to discuss their reactions to what they’ve learned from Watts’ confession.

WATCH: Life-After-Death: Did Spirits Of Shan’ann Watts And Her Daughters Visit Mom After Their Murders?

Check here to find out where you can watch Monday’s episode.  

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‘I Felt My Daughter’s Spirit The Moment She Died,’ Says Mom Of Colorado Murder Victim, Shan’ann Watts