​Chilling footage has emerged capturing the moments when a teenager, who shot dead a NSW Police Force employee, entered into a gunfight with officers before being killed.

Wearing black clothing from head to toe, Farhad Khalil Mohammad Jabar turned up outside NSW Police headquarters in Parramatta on Friday afternoon armed with a handgun.

Video footage obtained by Channel Seven shows the 15-year-old jogging past the Charles Street entrance while holding his gun above his head.