(JTA) — A man arrested on suspicion of killing four people last month at the Jewish Museum of Belgium allegedly claimed responsibility for the attack in a video.

Belgian federal prosecutor Frederic Van Leeuw said Sunday in a news conference in Brussels that a video found after the arrest of Mehdi Nemmouche, 29, at a bus and train station in Marseille on Friday includes his voice claiming responsibility for the May 24 attack and murders. Nemmouche had tried to film the attack, according to Van Leeuw, but the camera failed.

Nemmouche was arrested at Marseille’s main train and bus station, Saint-Charles, on May 29 and is being held on suspicion of terrorist activity. He arrived in Marseille aboard a bus that left from Amsterdam via Brussels.

According to TF1, a French television broadcaster, Nemmouche was stopped by customs officers performing routine checks. He declined to open his bag, leading the customs officers to evacuate the bus and check the contents of every bag aboard. The weapons found in the man’s luggage “were arms of the same type used on May 24 in Brussels,” an unnamed source told AFP.

Nemmouche also carried a small, portable video camera and a baseball cap similar to the one that is believed to have been worn by the perpetrator of the Brussels Jewish museum shooting, according to AFP.

Also Sunday, Belgian police took two people in for questioning in connection with the investigation into Nemmouche, according to AFP.

Nemmouche became a radical jihadist while serving a sentence in France in 2009 for armed robbery, TF1 reported. He left France for Belgium in 2012 and from there traveled to Syria.

Nemmouche had spent a total of five years in prison from late 2007 to December of 2012, and had visited the United Kingdom, Lebanon, Turkey and Syria after his release. He returned to Europe in March 2014, BFMTV reported Sunday.

Roger Cukierman, president of French Jewry’s umbrella organization CRIF, told the British Independent newspaper that it would be a “huge relief” if Nemmouche is found to be the Brussels killer.

“While he was free, another attack was likely,” Cukierman said. “It seems that the worst fears of Western governments are being realized. The European jihadists in Syria are a time bomb waiting to go off.”