While there was no hostage situation at the building on Tuesday, the Jefferson City Police Department is beginning an investigation. The Missouri Public Service Commission is also conducting an internal investigation to make sure it followed proper procedures.

The Missouri Public Service Commission has offices on several of the building's floors. A commission employee said she heard an announcement on the speaker system in the building's freight elevator around 10:00 a.m. Tuesday. That announcement, she said, was to stay away from the fifth floor because of a hostage situation.

Wess Henderson is the Executive Director of the Missouri Public Service Commission. It was Henderson's assistant who got word from the employee saying she'd heard there was a hostage situation.

"I'd like to sit down and talk with all of the people involved, the lady on the elevator, my assistant, to make sure we have everything right, and that we can verify the stories from everybody," Henderson said.

Jefferson City Police Captain Doug Shoemaker said those within the building responded with proper protocol.

"In today's society, you have to take these things very seriously, and that's what we did," Henderson said.

Shoemaker said it will be a few weeks before the Jefferson City Police Department is done with its investigation, and there are still a lot of unanswered questions.

"Until the detectives have ample amount of time to really look deep into this and determine where the call originated from in terms of who started the whole ball rolling, if you will, we don't know, we just don't know," Shoemaker said.

Shoemaker said Jefferson City Police, Cole County Sheriff's Department, Capitol Police, Missouri State Highway Patrol, Missouri Water Patrol were all at the scene on Tuesday. SWAT teams from various agencies were also there.

"We're fortunate that we have so many law enforcement representatives in this community that are willing to come out and help," Shoemaker said.

Shoemaker said the next phase is figuring out why the call was initiated and from whom, and that's what they're working on.