Ryan Dougherty, 21, Dylan Dougherty Stanley, 26, and Lee Grace Dougherty, 29, made their first court appearance Thursday in Pueblo, Colo.
Lee Dougherty was shot after exchanging gunfire with police and leading them on a 20-mile high-speed chase.
The trio is accused of shooting at a police officer in Florida and then robbing a bank in Georgia. They were arrested Wednesday and are being held on $1.25 million bail each.
Lee Dougherty called her fiancé, Brendon Bookman, from jail.
"Considering what she has allegedly gone through, she was quite lucid and coherent," Bookman said on "Good Morning America."
Bookman said his fiancée sounded normal and that he doesn't know why the three siblings went on the violent crime spree.
"I don't know what her motive was, if she in fact did this. I have no idea what they would have been hoping to accomplish or why they would have even undertaken such activities," he said.
ABC News contributed to this report.